+3.5%
B vs RMBS
-20.9%
+24.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -3.0% |
| 7D | -6.2% | +21.9% | -28.1% | -9.9% |
| 30D | -6.6% | -13.4% | +6.8% | -4.4% |
| 3M | -7.9% | -15.9% | +8.0% | -5.6% |
| 6M | -16.8% | -34.8% | +18.0% | -11.0% |
| YTD | -11.7% | -7.5% | -4.1% | -14.0% |
| 1Y | +3.5% | -16.9% | +20.4% | +2.6% |
| All | +3.5% | -20.9% | +24.4% | +2.6% |
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