+541.8%
RMBS vs REPL
+36.1%
+505.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.4% | +12.1% | +6.1% |
| 7D | +3.0% | +5.3% | -2.3% | +2.7% |
| 30D | -15.5% | +66.6% | -82.2% | -18.0% |
| 3M | -11.5% | +59.6% | -71.0% | -14.0% |
| 6M | -36.5% | +482.4% | -518.9% | -45.2% |
| YTD | -7.1% | +124.1% | -131.2% | -18.4% |
| 1Y | -18.7% | +138.6% | -157.2% | -28.9% |
| 3Y | +36.2% | +96.0% | -59.9% | -3.0% |
| 5Y | +252.0% | -35.4% | +287.4% | +180.2% |
| All | +541.8% | +36.1% | +505.7% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling