-23.7%
RMBS vs RACE
+1.1%
-24.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.4% | +7.6% |
| 7D | -12.0% | +5.1% | -17.0% | -13.1% |
| 30D | -33.1% | +7.7% | -40.8% | -34.7% |
| 3M | -23.7% | +2.2% | -25.9% | -24.1% |
| All | -23.7% | +1.1% | -24.8% | -24.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling