+617.3%
RMBS vs RACE
+658.9%
-41.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.4% | +7.7% |
| 7D | -12.0% | +5.1% | -17.0% | -14.0% |
| 30D | -33.1% | +7.7% | -40.8% | -35.5% |
| 3M | -23.7% | +2.2% | -25.9% | -24.6% |
| 6M | -42.7% | +23.8% | -66.4% | -48.9% |
| YTD | -18.9% | +13.9% | -32.8% | -25.5% |
| 1Y | -30.0% | +3.8% | -33.8% | -32.8% |
| 3Y | +28.8% | +28.0% | +0.8% | +8.6% |
| 5Y | +210.5% | +64.9% | +145.6% | +128.2% |
| 10Y | +524.7% | +780.4% | -255.6% | +158.9% |
| All | +617.3% | +658.9% | -41.6% | +196.5% |
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