-17.4%
RMBS vs RUN
-53.7%
+36.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.3% | -6.4% |
| 7D | -8.9% | +18.5% | -27.4% | -13.6% |
| 30D | -24.8% | +15.5% | -40.3% | -28.5% |
| 3M | -17.6% | -20.3% | +2.8% | -12.4% |
| 6M | -25.7% | -30.8% | +5.1% | -18.0% |
| YTD | -9.8% | -52.2% | +42.4% | +3.8% |
| 1Y | -17.4% | -53.9% | +36.5% | -4.9% |
| All | -17.4% | -53.7% | +36.4% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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