+50.8%
RMBS vs RUN
-38.5%
+89.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.4% |
| 7D | +1.2% | -3.4% | +4.6% | +1.7% |
| 30D | -11.5% | -14.0% | +2.5% | -9.7% |
| 3M | -38.2% | -27.5% | -10.7% | -35.5% |
| 6M | -4.8% | -29.0% | +24.2% | -0.5% |
| YTD | -7.1% | -53.1% | +46.0% | +0.7% |
| 1Y | +10.7% | -46.7% | +57.4% | +18.2% |
| All | +50.8% | -38.5% | +89.3% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling