+31.3%
RMBS vs RACE
+24.7%
+6.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.8% |
| 7D | +10.3% | -1.2% | +11.5% | +10.8% |
| 30D | -10.7% | +6.1% | -16.9% | -12.8% |
| 3M | -17.2% | -0.3% | -16.9% | -17.2% |
| 6M | -39.0% | +23.4% | -62.5% | -44.6% |
| YTD | -10.5% | +12.5% | -23.0% | -16.2% |
| 1Y | -11.0% | -0.5% | -10.5% | -11.6% |
| 3Y | +31.3% | +23.6% | +7.7% | +14.1% |
| All | +31.3% | +24.7% | +6.6% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling