+13.3%
RMBS vs RMD
-14.6%
+28.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.3% | -5.0% | +4.6% | +0.1% |
| 30D | -12.2% | +2.2% | -14.4% | -12.2% |
| 3M | -49.5% | +17.8% | -67.4% | -52.0% |
| 6M | -7.1% | -11.3% | +4.2% | +10.8% |
| YTD | -7.0% | -4.4% | -2.6% | +5.7% |
| 1Y | +13.3% | -15.7% | +29.1% | +45.3% |
| All | +13.3% | -14.6% | +28.0% | +45.3% |
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