-35.8%
RMBS vs IDXX
-7.4%
-28.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.0% | -12.0% | -15.7% |
| 7D | -23.4% | +16.4% | -39.9% | -23.5% |
| 30D | -38.9% | +30.1% | -69.1% | -39.3% |
| 3M | -28.4% | +14.7% | -43.1% | -27.8% |
| 6M | -40.9% | +19.1% | -60.1% | -40.9% |
| YTD | -24.2% | -0.9% | -23.3% | -18.4% |
| 1Y | -35.8% | -6.9% | -29.0% | -28.4% |
| All | -35.8% | -7.4% | -28.4% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling