+555.1%
RMBS vs GEN
+147.0%
+408.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | +21.9% | -3.0% | +24.9% | +22.9% |
| 30D | -13.4% | +24.7% | -38.1% | -19.2% |
| 3M | -15.9% | +4.1% | -20.0% | -18.3% |
| 6M | -34.8% | +36.0% | -70.8% | -42.4% |
| YTD | -7.5% | +10.9% | -18.4% | -13.4% |
| 1Y | -16.9% | +12.2% | -29.0% | -22.5% |
| 3Y | +35.5% | +63.3% | -27.8% | +13.5% |
| 5Y | +254.2% | +29.0% | +225.2% | +209.5% |
| All | +555.1% | +147.0% | +408.1% | +339.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling