+558.9%
RMBS vs GEN
+159.8%
+399.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.6% |
| 7D | +1.8% | -1.3% | +3.0% | +2.1% |
| 30D | -13.9% | +6.1% | -20.0% | -15.6% |
| 3M | -39.8% | +27.0% | -66.8% | -44.7% |
| 6M | -6.0% | +43.9% | -49.9% | -18.0% |
| YTD | -5.4% | +13.0% | -18.3% | -10.6% |
| 1Y | -1.8% | +4.0% | -5.8% | -4.9% |
| 3Y | +53.7% | +66.2% | -12.5% | +29.6% |
| 5Y | +268.5% | +23.2% | +245.3% | +230.0% |
| All | +558.9% | +159.8% | +399.0% | +336.5% |
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