+913.4%
ASX vs RMBS
+543.2%
+370.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.4% |
| 7D | +6.3% | +3.0% | +3.4% | +5.0% |
| 30D | +6.4% | -14.4% | +20.8% | +13.6% |
| 3M | +13.1% | -42.8% | +56.0% | +43.3% |
| 6M | +90.3% | -1.4% | +91.7% | +88.6% |
| YTD | +149.6% | -5.4% | +155.1% | +144.2% |
| 1Y | +249.2% | +18.6% | +230.6% | +200.7% |
| 3Y | +445.9% | +57.3% | +388.6% | +274.3% |
| 5Y | +477.7% | +265.7% | +212.0% | +152.7% |
| 10Y | +913.4% | +546.0% | +367.4% | +228.3% |
| All | +913.4% | +543.2% | +370.2% | +228.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling