+546.6%
RMBS vs RRC
+6.5%
+540.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.7% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | -11.5% | +3.0% | -14.5% | -12.0% |
| 3M | -38.2% | +7.3% | -45.5% | -39.2% |
| 6M | -4.8% | +3.6% | -8.3% | -6.2% |
| YTD | -7.1% | +19.4% | -26.5% | -10.9% |
| 1Y | +10.7% | +21.4% | -10.7% | +5.6% |
| 3Y | +54.5% | +32.8% | +21.7% | +45.7% |
| 5Y | +261.7% | +152.0% | +109.7% | +203.5% |
| All | +546.6% | +6.5% | +540.1% | +366.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling