+561.2%
RMBS vs RL
+347.1%
+214.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.3% |
| 7D | +3.0% | -4.4% | +7.3% | +5.4% |
| 30D | -15.5% | +5.6% | -21.1% | -17.3% |
| 3M | -11.5% | -0.6% | -10.8% | -11.3% |
| 6M | -36.5% | +15.5% | -52.0% | -40.7% |
| YTD | -7.1% | +12.3% | -19.4% | -12.1% |
| 1Y | -18.7% | +19.3% | -38.0% | -25.1% |
| 3Y | +36.2% | +255.5% | -219.4% | -17.0% |
| 5Y | +252.0% | +247.1% | +4.9% | +111.0% |
| 10Y | +561.2% | +346.0% | +215.2% | +245.1% |
| All | +561.2% | +347.1% | +214.1% | +245.1% |
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