+265.7%
RMBS vs REPL
-53.9%
+319.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.7% |
| 7D | +3.0% | -5.7% | +8.7% | +3.1% |
| 30D | -14.4% | +22.5% | -36.9% | -15.0% |
| 3M | -42.8% | +64.7% | -107.5% | -44.6% |
| 6M | -1.4% | +83.0% | -84.4% | -7.4% |
| YTD | -5.4% | +52.0% | -57.4% | -10.7% |
| 1Y | +18.6% | +144.5% | -126.0% | +6.8% |
| 3Y | +57.3% | -25.1% | +82.3% | +39.4% |
| 5Y | +265.7% | -52.9% | +318.6% | +225.3% |
| All | +265.7% | -53.9% | +319.6% | +225.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling