-27.0%
RMBS vs RACE
+3.0%
-30.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.7% | +8.2% |
| 7D | -3.9% | +3.9% | -7.8% | -4.6% |
| 30D | -24.9% | +7.4% | -32.3% | -25.9% |
| 3M | -20.5% | +1.6% | -22.1% | -20.7% |
| 6M | -37.5% | +23.3% | -60.9% | -40.4% |
| YTD | -12.1% | +14.7% | -26.8% | -17.8% |
| All | -27.0% | +3.0% | -30.0% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling