+51.5%
RSP vs RMBS
+260.2%
-208.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | -0.4% | +3.0% | -3.3% | -0.8% |
| 30D | -1.5% | -14.4% | +12.9% | +0.4% |
| 3M | +4.8% | -42.8% | +47.6% | +12.2% |
| 6M | +10.3% | -1.4% | +11.7% | +6.5% |
| YTD | +14.1% | -5.4% | +19.5% | +9.7% |
| 1Y | +17.0% | +18.6% | -1.6% | +6.5% |
| 3Y | +54.2% | +57.3% | -3.1% | +24.6% |
| 5Y | +51.5% | +265.7% | -214.2% | -10.8% |
| All | +51.5% | +260.2% | -208.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 5y: compounded portfolio wealth divided by compounded RMBS 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…
5y analysis · Full analysis span regression · 6 months rolling