+301.2%
RMBS vs PL
+45.6%
+255.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -8.4% | +5.6% | -14.0% | -9.3% |
| 30D | -24.9% | -16.9% | -7.9% | -21.6% |
| 3M | -15.8% | -38.2% | +22.4% | -6.6% |
| 6M | -37.5% | -63.4% | +25.9% | -23.5% |
| YTD | -12.1% | -27.6% | +15.5% | -8.1% |
| 1Y | -27.0% | +6.6% | -33.6% | -30.1% |
| 3Y | +28.8% | +557.6% | -528.8% | -22.5% |
| 5Y | +236.2% | +39.5% | +196.7% | +131.8% |
| All | +301.2% | +45.6% | +255.6% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling