+8,708.1%
COST vs RMBS
+1,376.2%
+7,331.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -2.8% | +3.5% | -6.2% | -3.0% |
| 30D | -5.3% | -8.6% | +3.3% | -4.7% |
| 3M | -6.7% | -40.3% | +33.6% | -3.7% |
| 6M | -9.9% | -1.0% | -9.0% | -11.4% |
| YTD | +5.1% | -4.6% | +9.7% | +3.2% |
| 1Y | -7.3% | +17.6% | -24.9% | -11.1% |
| 3Y | +70.4% | +58.6% | +11.8% | +56.1% |
| 5Y | +104.4% | +270.9% | -166.5% | +74.2% |
| 10Y | +609.0% | +569.1% | +39.9% | +470.4% |
| All | +8,708.1% | +1,376.2% | +7,331.9% | +4,887.1% |
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