+855.8%
RMBS vs RNG
+305.9%
+550.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +3.5% | -4.1% | +7.5% | +4.2% |
| 30D | -8.6% | +8.6% | -17.2% | -10.5% |
| 3M | -40.3% | +78.0% | -118.3% | -48.4% |
| 6M | -1.0% | +67.0% | -68.0% | -14.7% |
| YTD | -4.6% | +142.4% | -147.0% | -26.2% |
| 1Y | +17.6% | +120.4% | -102.9% | -7.0% |
| 3Y | +58.6% | +122.1% | -63.5% | +21.5% |
| 5Y | +270.9% | -69.8% | +340.8% | +297.9% |
| 10Y | +569.1% | +223.4% | +345.7% | +304.9% |
| All | +855.8% | +305.9% | +550.0% | +437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling