+534.0%
RMBS vs RRC
+73.1%
+460.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | +10.3% | +6.4% | +3.9% | +9.2% |
| 30D | -10.7% | +23.9% | -34.6% | -14.1% |
| 3M | -17.2% | +30.2% | -47.4% | -21.1% |
| 6M | -39.0% | +26.3% | -65.3% | -41.8% |
| YTD | -10.5% | +48.1% | -58.6% | -17.4% |
| 1Y | -11.0% | +37.7% | -48.6% | -16.9% |
| 3Y | +31.3% | +60.3% | -29.0% | +19.7% |
| 5Y | +242.8% | +135.3% | +107.5% | +187.9% |
| All | +534.0% | +73.1% | +460.9% | +337.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling