-17.4%
RMBS vs FND
-10.3%
-7.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.9% | -16.9% | -8.7% |
| 7D | -8.9% | +12.3% | -21.3% | -11.8% |
| 30D | -24.8% | +14.7% | -39.6% | -27.9% |
| 3M | -17.6% | -12.0% | -5.5% | -14.0% |
| 6M | -25.7% | +10.8% | -36.4% | -30.0% |
| YTD | -9.8% | -12.3% | +2.5% | -9.1% |
| 1Y | -17.4% | -13.4% | -4.0% | -16.6% |
| All | -17.4% | -10.3% | -7.1% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling