-17.4%
RMBS vs RMD
-1.9%
-15.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.9% | -11.9% | -5.7% |
| 7D | -8.9% | -3.9% | -5.1% | -8.6% |
| 30D | -24.8% | +7.9% | -32.8% | -24.0% |
| 3M | -17.6% | +8.1% | -25.6% | -16.4% |
| 6M | -25.7% | +15.5% | -41.2% | -23.3% |
| YTD | -9.8% | +0.7% | -10.5% | +6.3% |
| 1Y | -17.4% | -1.4% | -16.0% | -2.5% |
| All | -17.4% | -1.9% | -15.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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