+534.0%
RMBS vs RL
+337.1%
+196.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.7% |
| 7D | +10.3% | +2.6% | +7.7% | +9.2% |
| 30D | -10.7% | +2.9% | -13.7% | -11.6% |
| 3M | -17.2% | 0.0% | -17.2% | -17.3% |
| 6M | -39.0% | +17.1% | -56.1% | -43.4% |
| YTD | -10.5% | +10.1% | -20.6% | -14.6% |
| 1Y | -11.0% | +17.3% | -28.3% | -17.5% |
| 3Y | +31.3% | +249.3% | -218.0% | -19.3% |
| 5Y | +242.8% | +240.9% | +1.9% | +107.0% |
| All | +534.0% | +337.1% | +196.9% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling