+240.5%
RMBS vs GEN
+33.3%
+207.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.9% |
| 7D | +10.3% | +2.0% | +8.3% | +9.7% |
| 30D | -10.7% | +27.7% | -38.5% | -17.4% |
| 3M | -17.2% | +3.3% | -20.5% | -19.2% |
| 6M | -39.0% | +31.8% | -70.8% | -46.5% |
| YTD | -10.5% | +13.5% | -24.0% | -16.9% |
| 1Y | -11.0% | +16.0% | -27.0% | -18.2% |
| 3Y | +31.3% | +70.6% | -39.2% | +6.0% |
| All | +240.5% | +33.3% | +207.2% | +192.5% |
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 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