+254.2%
RMBS vs SPY
+74.0%
+180.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.2% |
| 7D | +21.9% | +3.3% | +18.7% | +14.8% |
| 30D | -13.4% | -2.7% | -10.8% | -7.3% |
| 3M | -15.9% | -1.7% | -14.1% | -11.2% |
| 6M | -34.8% | +3.1% | -37.9% | -35.7% |
| YTD | -7.5% | +11.9% | -19.4% | -19.8% |
| 1Y | -16.9% | +12.0% | -28.9% | -27.4% |
| 3Y | +35.5% | +78.2% | -42.6% | -36.2% |
| 5Y | +254.2% | +73.2% | +181.0% | +84.4% |
| All | +254.2% | +74.0% | +180.1% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling