+472.8%
RMBS vs SPXU
-100.0%
+572.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +2.5% |
| 7D | +3.0% | -1.5% | +4.4% | +2.2% |
| 30D | -14.4% | +3.7% | -18.1% | -12.8% |
| 3M | -42.8% | -9.6% | -33.3% | -44.2% |
| 6M | -1.4% | -32.4% | +31.0% | -13.1% |
| YTD | -5.4% | -28.7% | +23.2% | -13.3% |
| 1Y | +18.6% | -38.2% | +56.8% | +4.7% |
| 3Y | +57.3% | -80.4% | +137.7% | +4.3% |
| 5Y | +265.7% | -86.0% | +351.7% | +158.6% |
| 10Y | +546.0% | -99.5% | +645.5% | +77.7% |
| All | +472.8% | -100.0% | +572.8% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling