+13.3%
RMBS vs FND
-36.4%
+49.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.7% |
| 7D | -0.3% | -5.2% | +4.9% | +1.5% |
| 30D | -12.2% | -19.9% | +7.7% | -4.8% |
| 3M | -49.5% | +2.7% | -52.3% | -51.1% |
| 6M | -7.1% | -21.7% | +14.5% | 0.0% |
| YTD | -7.0% | -17.5% | +10.5% | -3.5% |
| 1Y | +13.3% | -39.3% | +52.6% | +52.4% |
| All | +13.3% | -36.4% | +49.7% | +52.4% |
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