+53.7%
RMBS vs FRSH
-46.4%
+100.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.8% | -6.6% | +8.4% | +3.6% |
| 30D | -13.9% | +2.1% | -16.0% | -15.0% |
| 3M | -39.8% | +29.0% | -68.8% | -45.7% |
| 6M | -6.0% | +48.6% | -54.6% | -21.7% |
| YTD | -5.4% | -2.9% | -2.4% | -7.1% |
| 1Y | -1.8% | -7.9% | +6.1% | -1.6% |
| 3Y | +53.7% | -46.5% | +100.2% | +82.2% |
| All | +53.7% | -46.4% | +100.1% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling