+279.4%
RMBS vs FRSH
-72.4%
+351.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | +3.5% | -9.6% | +13.0% | +5.8% |
| 30D | -8.6% | -0.4% | -8.2% | -9.0% |
| 3M | -40.3% | +27.2% | -67.5% | -44.8% |
| 6M | -1.0% | +42.2% | -43.2% | -12.5% |
| YTD | -4.6% | -2.6% | -2.0% | -7.0% |
| 1Y | +17.6% | -10.2% | +27.7% | +17.1% |
| 3Y | +58.6% | -45.5% | +104.2% | +73.8% |
| All | +279.4% | -72.4% | +351.9% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling