+54.9%
RMBS vs SPXU
-79.8%
+134.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +2.1% |
| 7D | +3.5% | +1.3% | +2.2% | +4.6% |
| 30D | -8.6% | +5.1% | -13.7% | -4.2% |
| 3M | -40.3% | -9.1% | -31.2% | -43.2% |
| 6M | -1.0% | -29.6% | +28.6% | -19.9% |
| YTD | -4.6% | -27.7% | +23.1% | -19.2% |
| 1Y | +17.6% | -37.0% | +54.5% | -6.9% |
| All | +54.9% | -79.8% | +134.7% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling