+541.9%
RMBS vs FND
+57.9%
+484.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.5% |
| 7D | +10.3% | -6.8% | +17.2% | +13.0% |
| 30D | -10.7% | +8.0% | -18.7% | -13.7% |
| 3M | -17.2% | -18.9% | +1.7% | -12.1% |
| 6M | -39.0% | +4.7% | -43.7% | -41.4% |
| YTD | -10.5% | -21.6% | +11.1% | -5.7% |
| 1Y | -11.0% | -22.0% | +11.0% | -6.2% |
| 3Y | +31.3% | -40.4% | +71.8% | +48.2% |
| 5Y | +242.8% | -63.8% | +306.6% | +329.3% |
| All | +541.9% | +57.9% | +484.1% | +402.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling