+10.7%
RMBS vs RL
+9.4%
+1.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | +1.2% | -2.2% | +3.4% | +2.5% |
| 30D | -11.5% | -15.3% | +3.9% | -1.6% |
| 3M | -38.2% | -10.3% | -27.9% | -34.5% |
| 6M | -4.8% | -2.2% | -2.5% | -6.3% |
| YTD | -7.1% | -4.3% | -2.8% | -7.3% |
| 1Y | +10.7% | +8.9% | +1.8% | -4.9% |
| All | +10.7% | +9.4% | +1.3% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling