+542.6%
RMBS vs REPL
-6.0%
+548.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.4% |
| 7D | -0.3% | -3.0% | +2.6% | -0.2% |
| 30D | -12.2% | +27.1% | -39.3% | -13.5% |
| 3M | -49.5% | +52.4% | -101.9% | -51.9% |
| 6M | -7.1% | +107.4% | -114.6% | -18.0% |
| YTD | -7.0% | +54.7% | -61.7% | -16.4% |
| 1Y | +13.3% | +158.9% | -145.5% | -6.2% |
| 3Y | +49.2% | -23.7% | +73.0% | +17.4% |
| 5Y | +250.0% | -54.3% | +304.3% | +183.5% |
| All | +542.6% | -6.0% | +548.6% | +286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling