+30.1%
C vs RMBS
+1,259.8%
-1,229.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.3% | -5.9% | +1.0% |
| 7D | -0.9% | -3.9% | +3.0% | -0.5% |
| 30D | -5.4% | -24.9% | +19.5% | -1.1% |
| 3M | -9.2% | -20.5% | +11.3% | -6.5% |
| 6M | -1.8% | -37.5% | +35.7% | +3.9% |
| YTD | +6.7% | -12.1% | +18.8% | +3.8% |
| 1Y | +23.5% | -25.0% | +48.5% | +23.2% |
| 3Y | +219.8% | +36.1% | +183.7% | +173.3% |
| 5Y | +112.4% | +236.1% | -123.7% | +51.1% |
| 10Y | +220.1% | +541.3% | -321.2% | +101.8% |
| All | +30.1% | +1,259.8% | -1,229.7% | -55.5% |
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