+114.8%
ALL vs RMBS
+260.2%
-145.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.3% |
| 7D | -1.7% | +3.0% | -4.7% | -1.7% |
| 30D | -4.7% | -14.4% | +9.7% | -4.9% |
| 3M | +18.4% | -42.8% | +61.2% | +17.9% |
| 6M | +20.5% | -1.4% | +21.9% | +19.2% |
| YTD | +23.5% | -5.4% | +29.0% | +22.0% |
| 1Y | +29.0% | +18.6% | +10.4% | +26.2% |
| 3Y | +153.7% | +57.3% | +96.4% | +140.8% |
| 5Y | +114.8% | +265.7% | -150.9% | +77.9% |
| All | +114.8% | +260.2% | -145.4% | +77.9% |
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