+1,030.0%
RMBS vs RRC
+296.1%
+734.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -0.3% | +1.3% | -1.7% | -0.6% |
| 30D | -12.2% | +10.1% | -22.3% | -13.8% |
| 3M | -49.5% | +4.0% | -53.5% | -50.1% |
| 6M | -7.1% | +1.6% | -8.7% | -8.3% |
| YTD | -7.0% | +19.7% | -26.7% | -10.9% |
| 1Y | +13.3% | +21.4% | -8.1% | +8.0% |
| 3Y | +49.2% | +29.7% | +19.6% | +40.8% |
| 5Y | +250.0% | +153.9% | +96.1% | +183.2% |
| 10Y | +495.1% | +10.8% | +484.3% | +373.6% |
| All | +1,030.0% | +296.1% | +734.0% | +846.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling