+57.3%
RMBS vs GEN
+57.7%
-0.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.7% |
| 7D | +3.0% | -0.7% | +3.6% | +3.1% |
| 30D | -14.4% | +2.6% | -17.1% | -15.6% |
| 3M | -42.8% | +15.8% | -58.6% | -46.9% |
| 6M | -1.4% | +33.1% | -34.5% | -15.6% |
| YTD | -5.4% | +11.3% | -16.7% | -10.3% |
| 1Y | +18.6% | +1.7% | +16.9% | +18.8% |
| 3Y | +57.3% | +58.1% | -0.9% | +19.2% |
| All | +57.3% | +57.7% | -0.5% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling