+987.3%
RMBS vs GEN
+4,002.2%
-3,014.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -4.1% |
| 7D | +10.3% | +2.0% | +8.3% | +9.5% |
| 30D | -10.7% | +27.7% | -38.5% | -19.5% |
| 3M | -17.2% | +3.3% | -20.5% | -20.3% |
| 6M | -39.0% | +31.8% | -70.8% | -47.4% |
| YTD | -10.5% | +13.5% | -24.0% | -19.1% |
| 1Y | -11.0% | +16.0% | -27.0% | -20.3% |
| 3Y | +31.3% | +70.6% | -39.2% | +1.3% |
| 5Y | +242.8% | +32.1% | +210.6% | +182.0% |
| 10Y | +536.9% | +153.4% | +383.5% | +264.6% |
| All | +987.3% | +4,002.2% | -3,014.8% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling