-7.1%
RMBS vs Q
+1.4%
-8.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.3% |
| 7D | -0.3% | +0.2% | -0.6% | -0.6% |
| 30D | -12.2% | -11.1% | -1.0% | -2.0% |
| 3M | -49.5% | -22.1% | -27.4% | -35.8% |
| 6M | -7.1% | +0.5% | -7.6% | -4.3% |
| All | -7.1% | +1.4% | -8.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 6mo: compounded portfolio wealth divided by compounded Q 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…
6mo analysis · Full analysis span regression · 6 months rolling