+1,008.4%
ASX vs RMBS
+555.1%
+453.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -3.8% |
| 7D | +22.1% | +21.9% | +0.2% | +11.9% |
| 30D | -23.8% | -13.4% | -10.3% | -17.7% |
| 3M | -7.6% | -15.9% | +8.3% | +0.4% |
| 6M | +6.9% | -34.8% | +41.7% | +29.5% |
| YTD | +127.7% | -7.5% | +135.2% | +126.8% |
| 1Y | +144.5% | -16.9% | +161.4% | +153.2% |
| 3Y | +377.8% | +35.5% | +342.3% | +256.5% |
| 5Y | +498.2% | +254.2% | +244.0% | +165.0% |
| All | +1,008.4% | +555.1% | +453.2% | +248.8% |
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