+865.4%
RMBS vs USFR
+27.6%
+837.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -14.4% | +0.3% | -14.7% | -14.4% |
| 3M | -42.8% | +1.0% | -43.8% | -42.9% |
| 6M | -1.4% | +1.9% | -3.3% | -1.5% |
| YTD | -5.4% | +2.7% | -8.1% | -5.7% |
| 1Y | +18.6% | +4.0% | +14.5% | +18.1% |
| 3Y | +57.3% | +14.0% | +43.2% | +53.9% |
| 5Y | +265.7% | +20.4% | +245.3% | +253.0% |
| 10Y | +546.0% | +28.1% | +518.0% | +529.5% |
| All | +865.4% | +27.6% | +837.8% | +806.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling