-1.8%
RMBS vs RNG
+128.1%
-129.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.8% | -6.1% | +7.9% | +1.7% |
| 30D | -13.9% | +9.6% | -23.5% | -13.9% |
| 3M | -39.8% | +83.3% | -123.1% | -40.6% |
| 6M | -6.0% | +77.9% | -84.0% | -8.3% |
| YTD | -5.4% | +139.9% | -145.3% | -14.8% |
| 1Y | -1.8% | +121.7% | -123.5% | -7.8% |
| All | -1.8% | +128.1% | -129.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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