+555.1%
RMBS vs RACE
+717.8%
-162.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.8% |
| 7D | +21.9% | -4.0% | +25.9% | +24.4% |
| 30D | -13.4% | +3.5% | -17.0% | -15.0% |
| 3M | -15.9% | -0.4% | -15.5% | -15.9% |
| 6M | -34.8% | +23.2% | -57.9% | -42.2% |
| YTD | -7.5% | +11.0% | -18.5% | -14.5% |
| 1Y | -16.9% | -2.2% | -14.6% | -17.8% |
| 3Y | +35.5% | +22.5% | +13.0% | +14.3% |
| 5Y | +254.2% | +63.2% | +191.0% | +151.5% |
| All | +555.1% | +717.8% | -162.7% | +161.3% |
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