+266.8%
RMBS vs RRX
+17.8%
+249.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | -0.4% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | -13.9% | -6.1% | -7.8% | -10.5% |
| 3M | -39.8% | -23.1% | -16.8% | -29.6% |
| 6M | -6.0% | -19.5% | +13.5% | +7.6% |
| YTD | -5.4% | +16.1% | -21.4% | -13.3% |
| 1Y | -1.8% | +12.9% | -14.7% | -8.4% |
| 3Y | +53.7% | +7.9% | +45.7% | +41.4% |
| All | +266.8% | +17.8% | +249.0% | +221.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling