+466.8%
RMBS vs TRU
+228.6%
+238.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.9% |
| 7D | +3.0% | -7.2% | +10.1% | +6.2% |
| 30D | -14.4% | -2.8% | -11.6% | -13.8% |
| 3M | -42.8% | +13.0% | -55.9% | -47.7% |
| 6M | -1.4% | +0.7% | -2.1% | -5.3% |
| YTD | -5.4% | -9.0% | +3.6% | -4.7% |
| 1Y | +18.6% | -16.3% | +34.9% | +23.3% |
| 3Y | +57.3% | -1.1% | +58.3% | +46.6% |
| 5Y | +265.7% | -36.0% | +301.7% | +308.0% |
| 10Y | +546.0% | +139.9% | +406.1% | +339.4% |
| All | +466.8% | +228.6% | +238.2% | +269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling