+980.9%
RMBS vs RL
+1,366.2%
-385.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.5% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | -12.2% | -7.8% | -4.4% | -9.6% |
| 3M | -49.5% | -4.0% | -45.5% | -49.0% |
| 6M | -7.1% | -1.9% | -5.3% | -6.9% |
| YTD | -7.0% | -0.2% | -6.8% | -7.3% |
| 1Y | +13.3% | +10.7% | +2.7% | +8.8% |
| 3Y | +49.2% | +210.8% | -161.5% | -2.3% |
| 5Y | +250.0% | +238.2% | +11.7% | +115.9% |
| 10Y | +495.1% | +313.4% | +181.8% | +208.1% |
| All | +980.9% | +1,366.2% | -385.2% | +231.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling