+542.2%
RMBS vs RUN
-29.4%
+571.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.1% |
| 7D | +3.0% | +10.2% | -7.2% | +1.4% |
| 30D | -14.4% | -9.6% | -4.8% | -13.1% |
| 3M | -42.8% | -31.5% | -11.3% | -39.5% |
| 6M | -1.4% | -18.7% | +17.3% | +1.3% |
| YTD | -5.4% | -49.9% | +44.5% | +3.0% |
| 1Y | +18.6% | -45.5% | +64.1% | +26.8% |
| 3Y | +57.3% | -34.1% | +91.4% | +38.6% |
| 5Y | +265.7% | -79.4% | +345.1% | +257.2% |
| 10Y | +546.0% | +48.9% | +497.1% | +334.3% |
| All | +542.2% | -29.4% | +571.6% | +344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling