+270.9%
RMBS vs GEN
+20.0%
+250.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +3.5% | -2.9% | +6.4% | +4.4% |
| 30D | -8.6% | +2.1% | -10.6% | -9.5% |
| 3M | -40.3% | +19.7% | -60.0% | -44.8% |
| 6M | -1.0% | +33.3% | -34.2% | -13.3% |
| YTD | -4.6% | +11.1% | -15.7% | -9.8% |
| 1Y | +17.6% | +3.0% | +14.6% | +14.8% |
| 3Y | +58.6% | +57.9% | +0.8% | +32.5% |
| 5Y | +270.9% | +20.6% | +250.3% | +228.2% |
| All | +270.9% | +20.0% | +250.9% | +228.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling