+28.9%
ALL vs RMBS
-22.1%
+50.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +1.2% |
| 7D | -2.6% | +3.0% | -5.5% | -1.9% |
| 30D | +12.7% | -15.5% | +28.2% | +10.9% |
| 3M | +0.4% | -11.5% | +11.9% | -0.1% |
| 6M | +23.8% | -36.5% | +60.3% | +20.3% |
| YTD | +27.8% | -7.1% | +34.9% | +29.4% |
| 1Y | +28.9% | -18.7% | +47.5% | +30.0% |
| All | +28.9% | -22.1% | +50.9% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling