+559.0%
RMBS vs REPL
-9.7%
+568.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.0% |
| 7D | +3.5% | -9.6% | +13.0% | +4.0% |
| 30D | -8.6% | +5.7% | -14.3% | -8.9% |
| 3M | -40.3% | +56.4% | -96.7% | -43.2% |
| 6M | -1.0% | +67.4% | -68.4% | -11.1% |
| YTD | -4.6% | +48.7% | -53.3% | -14.0% |
| 1Y | +17.6% | +148.3% | -130.7% | -2.4% |
| 3Y | +58.6% | -26.7% | +85.3% | +25.1% |
| 5Y | +270.9% | -54.1% | +325.1% | +199.2% |
| All | +559.0% | -9.7% | +568.7% | +297.6% |
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