+2,979.8%
ASX vs RMBS
-5.8%
+2,985.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.0% | -0.5% | +4.9% |
| 7D | -19.9% | -12.0% | -8.0% | -17.3% |
| 30D | -30.9% | -33.1% | +2.3% | -24.2% |
| 3M | -15.1% | -23.7% | +8.6% | -9.5% |
| 6M | -6.5% | -42.7% | +36.2% | +6.3% |
| YTD | +98.4% | -18.9% | +117.3% | +106.7% |
| 1Y | +107.9% | -30.0% | +137.9% | +122.4% |
| 3Y | +325.3% | +28.8% | +296.5% | +290.6% |
| 5Y | +447.3% | +210.5% | +236.8% | +325.7% |
| 10Y | +763.2% | +524.7% | +238.5% | +489.1% |
| All | +2,979.8% | -5.8% | +2,985.6% | +1,433.4% |
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