-17.4%
RMBS vs RRC
+44.7%
-62.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.5% | -2.5% | -6.4% |
| 7D | -8.9% | -6.8% | -2.2% | -9.7% |
| 30D | -24.8% | +34.7% | -59.6% | -20.3% |
| 3M | -17.6% | +31.5% | -49.1% | -12.6% |
| 6M | -25.7% | +21.8% | -47.4% | -21.3% |
| YTD | -9.8% | +48.9% | -58.6% | -8.1% |
| 1Y | -17.4% | +42.1% | -59.5% | -16.7% |
| All | -17.4% | +44.7% | -62.0% | -16.7% |
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