+324.5%
RMBS vs PL
+84.9%
+239.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | -0.3% | -9.3% | +9.0% | +1.6% |
| 30D | -12.2% | -18.9% | +6.8% | -8.2% |
| 3M | -49.5% | -58.4% | +8.8% | -40.1% |
| 6M | -7.1% | -30.3% | +23.2% | -2.1% |
| YTD | -7.0% | -8.1% | +1.1% | -7.8% |
| 1Y | +13.3% | +180.5% | -167.2% | -13.0% |
| 3Y | +49.2% | +444.1% | -394.9% | -9.1% |
| 5Y | +250.0% | +83.0% | +166.9% | +132.3% |
| All | +324.5% | +84.9% | +239.6% | +180.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling