+168.2%
B vs RMBS
+1,259.8%
-1,091.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.1% | +4.0% |
| 7D | +11.3% | -3.9% | +15.2% | +11.4% |
| 30D | +2.9% | -24.9% | +27.8% | +3.7% |
| 3M | -2.9% | -20.5% | +17.6% | -2.3% |
| 6M | -1.2% | -37.5% | +36.3% | -0.1% |
| YTD | -1.3% | -12.1% | +10.8% | -1.3% |
| 1Y | +30.4% | -25.0% | +55.4% | +30.9% |
| 3Y | +195.3% | +36.1% | +159.2% | +190.8% |
| 5Y | +146.2% | +236.1% | -89.9% | +138.2% |
| 10Y | +200.5% | +541.3% | -340.8% | +187.2% |
| All | +168.2% | +1,259.8% | -1,091.6% | +174.3% |
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