-34.8%
RMBS vs GEN
+33.7%
-68.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -1.2% |
| 7D | +21.9% | -3.0% | +24.9% | +21.1% |
| 30D | -13.4% | +24.7% | -38.1% | -8.7% |
| 3M | -15.9% | +4.1% | -20.0% | -17.1% |
| 6M | -34.8% | +36.0% | -70.8% | -34.5% |
| All | -34.8% | +33.7% | -68.5% | -34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling