+265.7%
RMBS vs RL
+241.4%
+24.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.3% |
| 7D | +3.0% | +1.9% | +1.1% | +1.8% |
| 30D | -14.4% | -12.2% | -2.2% | -8.2% |
| 3M | -42.8% | -6.6% | -36.2% | -41.1% |
| 6M | -1.4% | +3.2% | -4.6% | -4.2% |
| YTD | -5.4% | -1.3% | -4.1% | -5.9% |
| 1Y | +18.6% | +13.6% | +5.0% | +9.3% |
| 3Y | +57.3% | +210.9% | -153.6% | -11.6% |
| 5Y | +265.7% | +246.9% | +18.8% | +89.4% |
| All | +265.7% | +241.4% | +24.3% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling