+271.4%
RMBS vs RUN
-80.9%
+352.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.4% | +1.5% |
| 7D | +3.5% | -1.8% | +5.2% | +3.7% |
| 30D | -8.6% | -10.8% | +2.2% | -7.1% |
| 3M | -40.3% | -30.2% | -10.2% | -37.2% |
| 6M | -1.0% | -22.3% | +21.3% | +2.3% |
| YTD | -4.6% | -52.2% | +47.6% | +3.9% |
| 1Y | +17.6% | -45.1% | +62.7% | +25.3% |
| 3Y | +58.6% | -37.1% | +95.7% | +43.1% |
| All | +271.4% | -80.9% | +352.3% | +258.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling