-11.0%
RMBS vs PL
+12.6%
-23.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +10.3% | +10.0% | +0.3% | +7.2% |
| 30D | -10.7% | -2.3% | -8.5% | -10.1% |
| 3M | -17.2% | -44.2% | +27.0% | -4.6% |
| 6M | -39.0% | -66.1% | +27.1% | -23.7% |
| YTD | -10.5% | -30.0% | +19.5% | +3.5% |
| 1Y | -11.0% | +21.0% | -32.0% | +3.8% |
| All | -11.0% | +12.6% | -23.5% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling