+541.3%
RMBS vs RACE
+738.3%
-197.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.7% | +8.0% |
| 7D | -3.9% | +3.9% | -7.8% | -5.8% |
| 30D | -24.9% | +7.4% | -32.3% | -27.6% |
| 3M | -20.5% | +1.6% | -22.1% | -21.3% |
| 6M | -37.5% | +23.3% | -60.9% | -44.7% |
| YTD | -12.1% | +14.7% | -26.8% | -20.1% |
| 1Y | -25.0% | +2.5% | -27.5% | -27.7% |
| 3Y | +36.1% | +28.0% | +8.1% | +12.2% |
| 5Y | +236.1% | +69.8% | +166.3% | +133.9% |
| 10Y | +541.3% | +734.9% | -193.6% | +147.3% |
| All | +541.3% | +738.3% | -197.0% | +147.3% |
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