+331.6%
RMBS vs PL
+81.7%
+249.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.0% |
| 7D | +3.0% | -7.5% | +10.5% | +4.5% |
| 30D | -14.4% | -25.6% | +11.2% | -9.0% |
| 3M | -42.8% | -45.6% | +2.8% | -35.4% |
| 6M | -1.4% | -29.5% | +28.2% | +3.9% |
| YTD | -5.4% | -9.7% | +4.2% | -5.9% |
| 1Y | +18.6% | +84.4% | -65.8% | +1.0% |
| 3Y | +57.3% | +550.0% | -492.7% | -6.8% |
| 5Y | +265.7% | +79.0% | +186.7% | +142.9% |
| All | +331.6% | +81.7% | +249.9% | +186.3% |
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