+57.3%
RMBS vs RRC
+32.7%
+24.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.8% |
| 7D | +3.0% | -1.2% | +4.2% | +3.4% |
| 30D | -14.4% | +9.4% | -23.8% | -17.7% |
| 3M | -42.8% | +7.4% | -50.2% | -45.1% |
| 6M | -1.4% | +1.5% | -2.9% | -4.3% |
| YTD | -5.4% | +19.4% | -24.8% | -16.5% |
| 1Y | +18.6% | +24.2% | -5.7% | +0.4% |
| 3Y | +57.3% | +32.8% | +24.5% | +26.9% |
| All | +57.3% | +32.7% | +24.5% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling