+249.2%
ASX vs RMBS
+14.4%
+234.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.4% |
| 7D | +6.3% | +3.0% | +3.4% | +5.1% |
| 30D | +6.4% | -14.4% | +20.8% | +13.3% |
| 3M | +13.1% | -42.8% | +56.0% | +38.8% |
| 6M | +90.3% | -1.4% | +91.7% | +100.0% |
| YTD | +149.6% | -5.4% | +155.1% | +158.5% |
| 1Y | +249.2% | +18.6% | +230.6% | +258.0% |
| All | +249.2% | +14.4% | +234.8% | +258.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling