+266.8%
RMBS vs TRU
-35.6%
+302.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 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% | -46.2% |
| 6M | -6.0% | +8.9% | -14.9% | -13.1% |
| YTD | -5.4% | -8.9% | +3.6% | -4.6% |
| 1Y | -1.8% | -15.9% | +14.1% | +2.2% |
| 3Y | +53.7% | -1.1% | +54.7% | +44.1% |
| All | +266.8% | -35.6% | +302.4% | +338.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling