+558.9%
RMBS vs RUN
+42.2%
+516.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.8% | -3.7% | +5.5% | +2.4% |
| 30D | -13.9% | -13.0% | -0.9% | -12.0% |
| 3M | -39.8% | -31.8% | -8.0% | -36.0% |
| 6M | -6.0% | -32.2% | +26.2% | -0.3% |
| YTD | -5.4% | -53.5% | +48.1% | +5.0% |
| 1Y | -1.8% | -46.5% | +44.7% | +5.9% |
| 3Y | +53.7% | -37.6% | +91.3% | +34.6% |
| 5Y | +268.5% | -80.9% | +349.4% | +263.7% |
| All | +558.9% | +42.2% | +516.7% | +281.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling