+1,055.1%
ASX vs RMBS
+558.1%
+497.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.7% | +0.9% | +4.0% |
| 7D | +0.8% | +3.0% | -2.1% | +0.5% |
| 30D | -20.4% | -15.5% | -4.9% | -13.3% |
| 3M | -2.1% | -11.5% | +9.3% | +4.0% |
| 6M | +8.2% | -36.5% | +44.8% | +32.5% |
| YTD | +137.3% | -7.1% | +144.4% | +135.8% |
| 1Y | +155.0% | -18.7% | +173.7% | +166.4% |
| 3Y | +397.9% | +36.2% | +361.8% | +270.7% |
| 5Y | +529.2% | +252.0% | +277.2% | +179.5% |
| All | +1,055.1% | +558.1% | +497.0% | +262.7% |
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