+1,432.5%
ALL vs RMBS
+1,331.1%
+101.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | 0.0% | +21.9% | -22.0% | -1.6% |
| 30D | +12.8% | -13.4% | +26.3% | +13.7% |
| 3M | +4.7% | -15.9% | +20.6% | +5.3% |
| 6M | +24.9% | -34.8% | +59.7% | +26.8% |
| YTD | +30.0% | -7.5% | +37.5% | +26.3% |
| 1Y | +29.9% | -16.9% | +46.8% | +27.1% |
| 3Y | +117.5% | +35.5% | +82.0% | +97.0% |
| 5Y | +161.7% | +254.2% | -92.5% | +113.2% |
| 10Y | +377.1% | +558.2% | -181.1% | +262.2% |
| All | +1,432.5% | +1,331.1% | +101.4% | +656.9% |
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 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