+54.9%
RMBS vs RNG
+122.1%
-67.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +3.5% | -4.1% | +7.5% | +4.1% |
| 30D | -8.6% | +8.6% | -17.2% | -10.3% |
| 3M | -40.3% | +78.0% | -118.3% | -47.8% |
| 6M | -1.0% | +67.0% | -68.0% | -13.8% |
| YTD | -4.6% | +142.4% | -147.0% | -28.1% |
| 1Y | +17.6% | +120.4% | -102.9% | -8.6% |
| All | +54.9% | +122.1% | -67.2% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling