+722.5%
RMBS vs RACE
+647.6%
+74.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.2% |
| 7D | -0.3% | -2.5% | +2.2% | +0.8% |
| 30D | -12.2% | +0.8% | -12.9% | -12.6% |
| 3M | -49.5% | +17.2% | -66.7% | -53.6% |
| 6M | -7.1% | +13.6% | -20.7% | -13.6% |
| YTD | -7.0% | +12.2% | -19.2% | -13.9% |
| 1Y | +13.3% | -16.3% | +29.6% | +20.1% |
| 3Y | +49.2% | +36.4% | +12.8% | +21.9% |
| 5Y | +250.0% | +95.0% | +155.0% | +138.8% |
| 10Y | +495.1% | +813.2% | -318.1% | +145.2% |
| All | +722.5% | +647.6% | +74.9% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling