+546.0%
RMBS vs RACE
+793.3%
-247.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | +3.0% | -1.0% | +4.0% | +3.4% |
| 30D | -14.4% | -1.5% | -12.9% | -13.9% |
| 3M | -42.8% | +15.5% | -58.3% | -47.4% |
| 6M | -1.4% | +17.3% | -18.7% | -10.4% |
| YTD | -5.4% | +11.1% | -16.6% | -12.5% |
| 1Y | +18.6% | -14.3% | +32.8% | +24.5% |
| 3Y | +57.3% | +40.2% | +17.1% | +23.5% |
| 5Y | +265.7% | +92.6% | +173.1% | +139.6% |
| 10Y | +546.0% | +786.6% | -240.6% | +137.8% |
| All | +546.0% | +793.3% | -247.2% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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