+36.1%
RMBS vs RL
+254.6%
-218.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.5% | +4.3% |
| 7D | -3.9% | +0.2% | -4.1% | -3.7% |
| 30D | -24.9% | +7.3% | -32.2% | -28.2% |
| 3M | -20.5% | +1.0% | -21.5% | -21.3% |
| 6M | -37.5% | +11.8% | -49.3% | -43.1% |
| YTD | -12.1% | +13.6% | -25.7% | -21.0% |
| 1Y | -25.0% | +24.0% | -49.1% | -37.1% |
| 3Y | +36.1% | +256.6% | -220.5% | -47.5% |
| All | +36.1% | +254.6% | -218.5% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling