-7.1%
RMBS vs GEN
+37.7%
-44.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +0.9% |
| 7D | -0.3% | -1.2% | +0.8% | -0.6% |
| 30D | -12.2% | +10.1% | -22.3% | -10.4% |
| 3M | -49.5% | +16.1% | -65.6% | -47.2% |
| 6M | -7.1% | +38.9% | -46.0% | +2.4% |
| All | -7.1% | +37.7% | -44.8% | +2.4% |
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