+558.9%
RMBS vs USFR
+28.1%
+530.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.8% | +0.1% | +1.6% | +1.6% |
| 30D | -13.9% | +0.4% | -14.3% | -14.2% |
| 3M | -39.8% | +1.0% | -40.8% | -40.4% |
| 6M | -6.0% | +2.0% | -8.0% | -8.0% |
| YTD | -5.4% | +2.8% | -8.1% | -8.4% |
| 1Y | -1.8% | +4.1% | -5.9% | -6.6% |
| 3Y | +53.7% | +14.1% | +39.5% | +24.4% |
| 5Y | +268.5% | +20.6% | +247.9% | +165.4% |
| All | +558.9% | +28.1% | +530.7% | +361.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling