+184.0%
B vs RMBS
+1,339.3%
-1,155.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | -1.6% | -0.3% | -1.2% | -1.6% |
| 30D | +9.4% | -12.2% | +21.6% | +9.8% |
| 3M | +5.0% | -49.5% | +54.5% | +6.9% |
| 6M | -3.5% | -7.1% | +3.6% | -3.5% |
| YTD | +4.5% | -7.0% | +11.5% | +4.5% |
| 1Y | +67.8% | +13.3% | +54.4% | +66.9% |
| 3Y | +196.7% | +49.2% | +147.4% | +191.7% |
| 5Y | +151.9% | +250.0% | -98.0% | +143.7% |
| 10Y | +202.2% | +495.1% | -293.0% | +189.0% |
| All | +184.0% | +1,339.3% | -1,155.4% | +190.3% |
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