+13.7%
RMBS vs SPY
+17.9%
-4.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +2.5% |
| 7D | +3.5% | -0.4% | +3.8% | +4.5% |
| 30D | -8.6% | -1.4% | -7.2% | -4.1% |
| 3M | -40.3% | +3.7% | -44.0% | -47.0% |
| 6M | -1.0% | +13.0% | -14.0% | -31.8% |
| YTD | -4.6% | +12.4% | -17.0% | -32.5% |
| All | +13.7% | +17.9% | -4.3% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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