+133.2%
C vs RMBS
+254.3%
-121.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | +3.6% | -0.3% | +4.0% | +3.7% |
| 30D | +0.1% | -12.2% | +12.2% | +2.3% |
| 3M | +2.4% | -49.5% | +52.0% | +14.8% |
| 6M | +24.9% | -7.1% | +32.1% | +21.1% |
| YTD | +19.8% | -7.0% | +26.8% | +14.6% |
| 1Y | +44.9% | +13.3% | +31.5% | +30.0% |
| 3Y | +263.0% | +49.2% | +213.7% | +186.0% |
| All | +133.2% | +254.3% | -121.1% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling