+558.9%
RMBS vs TRU
+147.2%
+411.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | +1.8% | -2.7% | +4.5% | +3.0% |
| 30D | -13.9% | -2.0% | -11.9% | -13.6% |
| 3M | -39.8% | +18.4% | -58.2% | -46.4% |
| 6M | -6.0% | +8.9% | -14.9% | -13.2% |
| YTD | -5.4% | -8.9% | +3.6% | -4.7% |
| 1Y | -1.8% | -15.9% | +14.1% | +2.0% |
| 3Y | +53.7% | -1.1% | +54.7% | +42.6% |
| 5Y | +268.5% | -35.2% | +303.7% | +313.9% |
| All | +558.9% | +147.2% | +411.7% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling