+13.3%
RMBS vs RRC
+23.4%
-10.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.2% |
| 7D | -0.3% | +1.3% | -1.7% | -0.1% |
| 30D | -12.2% | +10.1% | -22.3% | -11.0% |
| 3M | -49.5% | +4.0% | -53.5% | -48.6% |
| 6M | -7.1% | +1.6% | -8.7% | -6.5% |
| YTD | -7.0% | +19.7% | -26.7% | -10.4% |
| 1Y | +13.3% | +21.4% | -8.1% | +14.0% |
| All | +13.3% | +23.4% | -10.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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