-11.0%
RMBS vs RACE
-1.0%
-10.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.5% |
| 7D | +10.3% | -1.2% | +11.5% | +10.6% |
| 30D | -10.7% | +6.1% | -16.9% | -11.8% |
| 3M | -17.2% | -0.3% | -16.9% | -17.1% |
| 6M | -39.0% | +23.4% | -62.5% | -42.0% |
| YTD | -10.5% | +12.5% | -23.0% | -15.2% |
| 1Y | -11.0% | -0.5% | -10.5% | -14.6% |
| All | -11.0% | -1.0% | -10.0% | -14.6% |
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