+849.6%
RMBS vs USFR
+27.5%
+822.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -12.2% | +0.3% | -12.5% | -12.2% |
| 3M | -49.5% | +1.0% | -50.5% | -49.6% |
| 6M | -7.1% | +1.9% | -9.1% | -7.3% |
| YTD | -7.0% | +2.6% | -9.6% | -7.2% |
| 1Y | +13.3% | +4.0% | +9.3% | +12.9% |
| 3Y | +49.2% | +14.1% | +35.1% | +46.0% |
| 5Y | +250.0% | +20.4% | +229.5% | +237.8% |
| 10Y | +495.1% | +28.0% | +467.1% | +479.9% |
| All | +849.6% | +27.5% | +822.0% | +791.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling