+148.0%
ALL vs RMBS
+235.0%
-87.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.9% |
| 3M | -4.6% | -20.5% | +15.9% | -4.9% |
| 6M | +20.2% | -37.5% | +57.7% | +19.4% |
| YTD | +23.7% | -12.1% | +35.8% | +22.2% |
| 1Y | +27.9% | -25.0% | +52.9% | +26.7% |
| 3Y | +109.2% | +36.1% | +73.0% | +100.4% |
| 5Y | +148.0% | +236.1% | -88.1% | +109.0% |
| All | +148.0% | +235.0% | -87.0% | +109.0% |
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 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