+1,030.0%
RMBS vs RIO
+2,759.7%
-1,729.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -12.2% | +4.0% | -16.1% | -13.5% |
| 3M | -49.5% | +0.1% | -49.7% | -49.4% |
| 6M | -7.1% | +12.7% | -19.9% | -10.5% |
| YTD | -7.0% | +35.6% | -42.6% | -16.1% |
| 1Y | +13.3% | +73.7% | -60.4% | -6.2% |
| 3Y | +49.2% | +93.3% | -44.1% | +19.5% |
| 5Y | +250.0% | +92.4% | +157.5% | +174.7% |
| 10Y | +495.1% | +606.9% | -111.8% | +196.8% |
| All | +1,030.0% | +2,759.7% | -1,729.6% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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