+52.6%
RMBS vs RACE
+40.8%
+11.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.1% |
| 7D | -0.3% | -2.5% | +2.2% | +0.7% |
| 30D | -12.2% | +0.8% | -12.9% | -12.5% |
| 3M | -49.5% | +17.2% | -66.7% | -53.1% |
| 6M | -7.1% | +13.6% | -20.7% | -12.9% |
| YTD | -7.0% | +12.2% | -19.2% | -13.1% |
| 1Y | +13.3% | -16.3% | +29.6% | +22.3% |
| All | +52.6% | +40.8% | +11.7% | +16.0% |
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