-39.0%
RMBS vs RMD
+19.6%
-58.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.1% |
| 7D | +10.3% | +2.1% | +8.3% | +11.3% |
| 30D | -10.7% | +2.1% | -12.8% | -8.4% |
| 3M | -17.2% | +6.2% | -23.5% | -12.2% |
| 6M | -39.0% | +19.4% | -58.4% | -28.6% |
| All | -39.0% | +19.6% | -58.6% | -28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling