+68.0%
COST vs RMBS
+52.4%
+15.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | 0.0% |
| 7D | -2.5% | +1.2% | -3.7% | -2.5% |
| 30D | -4.4% | -11.5% | +7.0% | -4.2% |
| 3M | -8.1% | -38.2% | +30.1% | -6.9% |
| 6M | -9.2% | -4.8% | -4.5% | -10.7% |
| YTD | +5.1% | -7.1% | +12.2% | +3.1% |
| 1Y | -5.1% | +10.7% | -15.8% | -9.1% |
| All | +68.0% | +52.4% | +15.6% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling