+208.8%
C vs RMBS
+536.4%
-327.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | -8.4% | +8.1% | +1.5% |
| 30D | -5.2% | -24.9% | +19.7% | +1.4% |
| 3M | -9.1% | -15.8% | +6.7% | -6.5% |
| 6M | -1.6% | -37.5% | +35.9% | +6.8% |
| YTD | +6.9% | -12.1% | +19.1% | 0.0% |
| 1Y | +23.0% | -27.0% | +49.9% | +20.9% |
| 3Y | +216.1% | +28.8% | +187.3% | +130.2% |
| 5Y | +112.2% | +236.2% | -124.0% | -8.6% |
| 10Y | +208.8% | +546.6% | -337.8% | -12.2% |
| All | +208.8% | +536.4% | -327.6% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling