-17.4%
RMBS vs RRX
+30.0%
-47.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.6% | -2.3% | -3.3% |
| 7D | -8.9% | +7.6% | -16.6% | -13.9% |
| 30D | -24.8% | +7.5% | -32.4% | -28.7% |
| 3M | -17.6% | -21.0% | +3.5% | -4.1% |
| 6M | -25.7% | -18.1% | -7.6% | -15.1% |
| YTD | -9.8% | +24.3% | -34.1% | -19.0% |
| 1Y | -17.4% | +29.3% | -46.7% | -26.4% |
| All | -17.4% | +30.0% | -47.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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