+569.1%
RMBS vs RL
+297.6%
+271.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +2.3% |
| 7D | +3.5% | -0.3% | +3.7% | +3.5% |
| 30D | -8.6% | -17.5% | +8.9% | -0.9% |
| 3M | -40.3% | -14.0% | -26.3% | -36.6% |
| 6M | -1.0% | -2.0% | +1.0% | -0.8% |
| YTD | -4.6% | -4.6% | 0.0% | -3.3% |
| 1Y | +17.6% | +9.5% | +8.1% | +12.7% |
| 3Y | +58.6% | +200.5% | -141.8% | +3.8% |
| 5Y | +270.9% | +226.3% | +44.7% | +129.3% |
| 10Y | +569.1% | +304.8% | +264.3% | +262.1% |
| All | +569.1% | +297.6% | +271.5% | +262.1% |
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