-17.4%
RMBS vs USFR
+4.1%
-21.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -8.9% | +0.1% | -9.0% | -5.9% |
| 30D | -24.8% | +0.4% | -25.2% | -14.4% |
| 3M | -17.6% | +1.1% | -18.6% | +23.4% |
| 6M | -25.7% | +2.0% | -27.7% | +51.2% |
| YTD | -9.8% | +3.4% | -13.2% | +19.7% |
| 1Y | -17.4% | +4.1% | -21.5% | -36.6% |
| All | -17.4% | +4.1% | -21.5% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling