-17.4%
RMBS vs RSG
+19.5%
-36.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.0% | -7.0% | -4.5% |
| 7D | -8.9% | +5.1% | -14.1% | -2.1% |
| 30D | -24.8% | +15.3% | -40.1% | -7.6% |
| 3M | -17.6% | +18.6% | -36.1% | +5.4% |
| 6M | -25.7% | +19.5% | -45.2% | -2.1% |
| YTD | -9.8% | +17.2% | -27.0% | +15.0% |
| 1Y | -17.4% | +19.6% | -36.9% | +7.7% |
| All | -17.4% | +19.5% | -36.9% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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