+325.3%
ASX vs RMBS
+28.3%
+297.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.0% | -0.5% | +3.4% |
| 7D | -19.9% | -12.0% | -8.0% | -14.7% |
| 30D | -30.9% | -33.1% | +2.3% | -17.4% |
| 3M | -15.1% | -23.7% | +8.6% | -4.3% |
| 6M | -6.5% | -42.7% | +36.2% | +18.3% |
| YTD | +98.4% | -18.9% | +117.3% | +112.6% |
| 1Y | +107.9% | -30.0% | +137.9% | +133.8% |
| 3Y | +325.3% | +28.8% | +296.5% | +236.0% |
| All | +325.3% | +28.3% | +297.0% | +236.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling