+202.9%
B vs RMBS
+53.3%
+149.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | +9.4% | -12.2% | +21.6% | +11.4% |
| 3M | +5.0% | -49.5% | +54.5% | +14.7% |
| 6M | -3.5% | -7.1% | +3.6% | -3.2% |
| YTD | +4.5% | -7.0% | +11.5% | +4.4% |
| 1Y | +67.8% | +13.3% | +54.4% | +63.7% |
| All | +202.9% | +53.3% | +149.6% | +178.0% |
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