-1.8%
RMBS vs SPXU
-36.3%
+34.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | -0.9% |
| 7D | +1.8% | +2.5% | -0.7% | +4.8% |
| 30D | -13.9% | +4.2% | -18.1% | -9.4% |
| 3M | -39.8% | -9.3% | -30.5% | -44.4% |
| 6M | -6.0% | -30.7% | +24.7% | -30.2% |
| YTD | -5.4% | -28.1% | +22.8% | -24.8% |
| 1Y | -1.8% | -35.2% | +33.4% | -30.3% |
| All | -1.8% | -36.3% | +34.5% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling