+921.2%
RMBS vs RL
+1,568.4%
-647.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.5% | +6.1% |
| 7D | -3.9% | +0.2% | -4.1% | -3.7% |
| 30D | -24.9% | +7.3% | -32.2% | -26.7% |
| 3M | -20.5% | +1.0% | -21.5% | -20.9% |
| 6M | -37.5% | +11.8% | -49.3% | -40.5% |
| YTD | -12.1% | +13.6% | -25.7% | -16.6% |
| 1Y | -25.0% | +24.0% | -49.1% | -31.3% |
| 3Y | +36.1% | +256.6% | -220.5% | -15.4% |
| 5Y | +236.1% | +240.2% | -4.1% | +107.8% |
| 10Y | +541.3% | +373.0% | +168.3% | +215.8% |
| All | +921.2% | +1,568.4% | -647.2% | +197.9% |
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 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