-1.8%
RMBS vs RRC
+20.8%
-22.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.6% |
| 7D | +1.8% | -1.8% | +3.6% | +1.5% |
| 30D | -13.9% | +2.7% | -16.6% | -13.5% |
| 3M | -39.8% | +8.8% | -48.6% | -38.8% |
| 6M | -6.0% | -1.2% | -4.8% | -5.3% |
| YTD | -5.4% | +17.6% | -22.9% | -8.3% |
| 1Y | -1.8% | +18.4% | -20.2% | -0.6% |
| All | -1.8% | +20.8% | -22.6% | -0.6% |
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