+1,391.6%
ALL vs RMBS
+1,339.3%
+52.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.5% |
| 7D | 0.0% | -0.3% | +0.4% | 0.0% |
| 30D | -1.5% | -12.2% | +10.7% | -0.6% |
| 3M | +23.6% | -49.5% | +73.2% | +29.4% |
| 6M | +22.3% | -7.1% | +29.5% | +20.4% |
| YTD | +26.5% | -7.0% | +33.5% | +23.7% |
| 1Y | +27.0% | +13.3% | +13.7% | +21.1% |
| 3Y | +149.6% | +49.2% | +100.3% | +125.0% |
| 5Y | +118.1% | +250.0% | -131.9% | +79.1% |
| 10Y | +369.0% | +495.1% | -126.2% | +261.3% |
| All | +1,391.6% | +1,339.3% | +52.3% | +641.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling