+109.2%
ALL vs RMBS
+33.4%
+75.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.3% | -8.7% | +0.1% |
| 7D | -3.9% | -3.9% | 0.0% | -3.9% |
| 30D | +10.6% | -24.9% | +35.5% | +9.0% |
| 3M | -4.6% | -20.5% | +15.9% | -5.3% |
| 6M | +20.2% | -37.5% | +57.7% | +18.5% |
| YTD | +23.7% | -12.1% | +35.8% | +22.9% |
| 1Y | +27.9% | -25.0% | +52.9% | +27.0% |
| 3Y | +109.2% | +36.1% | +73.0% | +107.2% |
| All | +109.2% | +33.4% | +75.8% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling