+3,552.3%
ASX vs RMBS
+8.0%
+3,544.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | +2.0% | -12.2% | +14.2% | +4.7% |
| 3M | -1.3% | -49.5% | +48.2% | +14.1% |
| 6M | +71.4% | -7.1% | +78.6% | +74.1% |
| YTD | +135.3% | -7.0% | +142.3% | +136.4% |
| 1Y | +267.5% | +13.3% | +254.1% | +251.4% |
| 3Y | +388.5% | +49.2% | +339.2% | +330.8% |
| 5Y | +417.1% | +250.0% | +167.1% | +289.2% |
| 10Y | +872.7% | +495.1% | +377.6% | +558.3% |
| All | +3,552.3% | +8.0% | +3,544.3% | +1,653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling