+1,030.0%
RMBS vs RGEN
+13,308.0%
-12,278.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -0.3% | -4.9% | +4.6% | +0.3% |
| 30D | -12.2% | +5.7% | -17.8% | -12.8% |
| 3M | -49.5% | +32.4% | -82.0% | -51.6% |
| 6M | -7.1% | +33.2% | -40.3% | -11.2% |
| YTD | -7.0% | +2.3% | -9.3% | -7.9% |
| 1Y | +13.3% | +39.0% | -25.7% | +8.0% |
| 3Y | +49.2% | -4.6% | +53.9% | +47.2% |
| 5Y | +250.0% | -42.7% | +292.6% | +258.7% |
| 10Y | +495.1% | +433.6% | +61.5% | +379.2% |
| All | +1,030.0% | +13,308.0% | -12,278.0% | +464.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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