+842.6%
ASX vs RMBS
+571.2%
+271.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.3% | +0.3% | +4.9% |
| 7D | -12.3% | -3.9% | -8.4% | -9.9% |
| 30D | -26.0% | -24.9% | -1.1% | -15.3% |
| 3M | -8.1% | -20.5% | +12.4% | +2.2% |
| 6M | +1.4% | -37.5% | +38.9% | +25.2% |
| YTD | +115.6% | -12.1% | +127.7% | +119.6% |
| 1Y | +128.0% | -25.0% | +153.0% | +146.7% |
| 3Y | +371.4% | +36.1% | +335.3% | +251.0% |
| 5Y | +469.4% | +236.1% | +233.3% | +159.3% |
| 10Y | +842.6% | +541.3% | +301.3% | +206.6% |
| All | +842.6% | +571.2% | +271.5% | +206.6% |
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