-24.9%
RMBS vs REPL
+71.8%
-96.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.4% | +7.1% |
| 7D | -3.9% | +14.2% | -18.1% | -8.8% |
| 30D | -24.9% | +65.9% | -90.7% | -40.3% |
| All | -24.9% | +71.8% | -96.6% | -40.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling