+13.7%
RMBS vs RMD
-20.1%
+33.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +3.5% | -4.7% | +8.2% | +4.0% |
| 30D | -8.6% | +0.2% | -8.8% | -8.7% |
| 3M | -40.3% | +12.0% | -52.3% | -42.8% |
| 6M | -1.0% | -12.5% | +11.5% | +17.7% |
| YTD | -4.6% | -7.9% | +3.3% | +8.9% |
| All | +13.7% | -20.1% | +33.8% | +54.3% |
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