+46.1%
C vs RMBS
+1,339.3%
-1,293.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +3.6% | -0.3% | +4.0% | +3.7% |
| 30D | +0.1% | -12.2% | +12.2% | +2.2% |
| 3M | +2.4% | -49.5% | +52.0% | +14.0% |
| 6M | +24.9% | -7.1% | +32.1% | +22.7% |
| YTD | +19.8% | -7.0% | +26.8% | +16.5% |
| 1Y | +44.9% | +13.3% | +31.5% | +34.2% |
| 3Y | +263.0% | +49.2% | +213.7% | +206.6% |
| 5Y | +129.5% | +250.0% | -120.4% | +63.5% |
| 10Y | +291.6% | +495.1% | -203.5% | +151.7% |
| All | +46.1% | +1,339.3% | -1,293.2% | -50.1% |
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