+1,030.0%
RMBS vs GEN
+4,035.9%
-3,005.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.2% |
| 7D | -0.3% | -1.2% | +0.8% | +0.1% |
| 30D | -12.2% | +10.1% | -22.3% | -15.6% |
| 3M | -49.5% | +16.1% | -65.6% | -53.0% |
| 6M | -7.1% | +38.9% | -46.0% | -20.5% |
| YTD | -7.0% | +14.4% | -21.4% | -14.1% |
| 1Y | +13.3% | +5.9% | +7.5% | +7.6% |
| 3Y | +49.2% | +58.8% | -9.5% | +20.8% |
| 5Y | +250.0% | +24.7% | +225.3% | +200.8% |
| 10Y | +495.1% | +163.1% | +332.1% | +243.0% |
| All | +1,030.0% | +4,035.9% | -3,005.8% | +110.7% |
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