+271.4%
RMBS vs SPXU
-85.8%
+357.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +1.8% |
| 7D | +3.5% | +1.3% | +2.2% | +4.3% |
| 30D | -8.6% | +5.1% | -13.7% | -5.5% |
| 3M | -40.3% | -9.1% | -31.2% | -42.2% |
| 6M | -1.0% | -29.6% | +28.6% | -14.3% |
| YTD | -4.6% | -27.7% | +23.1% | -14.6% |
| 1Y | +17.6% | -37.0% | +54.5% | +0.6% |
| 3Y | +58.6% | -80.2% | +138.8% | -3.5% |
| All | +271.4% | -85.8% | +357.2% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling