+246.8%
RMBS vs S
-51.7%
+298.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +10.3% | +2.0% | +8.4% | +9.8% |
| 30D | -10.7% | -2.7% | -8.0% | -9.9% |
| 3M | -17.2% | -6.9% | -10.3% | -16.2% |
| 6M | -39.0% | +38.1% | -77.1% | -44.9% |
| YTD | -10.5% | +48.0% | -58.5% | -21.5% |
| 1Y | -11.0% | +34.5% | -45.4% | -20.2% |
| 3Y | +31.3% | +38.3% | -7.0% | +16.1% |
| 5Y | +242.8% | -70.9% | +313.7% | +247.1% |
| All | +246.8% | -51.7% | +298.6% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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