+261.7%
RMBS vs INDA
+4.5%
+257.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.3% |
| 7D | +1.2% | -3.6% | +4.8% | +5.6% |
| 30D | -11.5% | -4.0% | -7.5% | -7.3% |
| 3M | -38.2% | +1.7% | -39.9% | -39.4% |
| 6M | -4.8% | -3.6% | -1.1% | -0.1% |
| YTD | -7.1% | -11.0% | +3.9% | +6.4% |
| 1Y | +10.7% | -9.5% | +20.2% | +24.5% |
| 3Y | +54.5% | +7.6% | +46.8% | +46.7% |
| 5Y | +261.7% | +4.8% | +256.9% | +235.4% |
| All | +261.7% | +4.5% | +257.2% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling