+1,059.0%
RMBS vs RRX
+898.0%
+161.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +2.2% |
| 7D | +3.5% | -0.7% | +4.2% | +3.8% |
| 30D | -8.6% | -8.0% | -0.6% | -4.5% |
| 3M | -40.3% | -25.1% | -15.3% | -30.7% |
| 6M | -1.0% | -18.3% | +17.3% | +10.6% |
| YTD | -4.6% | +14.2% | -18.8% | -10.9% |
| 1Y | +17.6% | +13.0% | +4.5% | +10.8% |
| 3Y | +58.6% | +4.2% | +54.4% | +51.3% |
| 5Y | +270.9% | +17.9% | +253.1% | +221.7% |
| 10Y | +569.1% | +220.4% | +348.6% | +241.4% |
| All | +1,059.0% | +898.0% | +161.0% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling