+254.2%
RMBS vs PL
+33.5%
+220.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.2% |
| 7D | +21.9% | +22.3% | -0.3% | +16.6% |
| 30D | -13.4% | -8.3% | -5.1% | -11.5% |
| 3M | -15.9% | -43.3% | +27.4% | -5.0% |
| 6M | -34.8% | -65.8% | +31.1% | -19.1% |
| YTD | -7.5% | -29.5% | +22.0% | -2.8% |
| 1Y | -16.9% | +11.7% | -28.6% | -21.1% |
| 3Y | +35.5% | +540.6% | -505.0% | -18.1% |
| 5Y | +254.2% | +32.9% | +221.3% | +154.5% |
| All | +254.2% | +33.5% | +220.7% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling