+1,030.0%
RMBS vs SPY
+1,411.3%
-381.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.9% |
| 7D | -0.3% | +0.1% | -0.5% | -0.5% |
| 30D | -12.2% | +0.1% | -12.2% | -12.2% |
| 3M | -49.5% | +2.0% | -51.5% | -50.1% |
| 6M | -7.1% | +13.0% | -20.2% | -19.8% |
| YTD | -7.0% | +13.5% | -20.5% | -19.6% |
| 1Y | +13.3% | +20.0% | -6.6% | -8.0% |
| 3Y | +49.2% | +77.2% | -27.9% | -24.2% |
| 5Y | +250.0% | +81.9% | +168.1% | +72.5% |
| 10Y | +495.1% | +314.1% | +181.1% | -9.2% |
| All | +1,030.0% | +1,411.3% | -381.3% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling