+1,237.8%
D vs RMBS
+1,339.3%
-101.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | -2.6% | -12.2% | +9.6% | -2.2% |
| 3M | 0.0% | -49.5% | +49.5% | +1.9% |
| 6M | +7.4% | -7.1% | +14.5% | +6.9% |
| YTD | +15.9% | -7.0% | +22.9% | +15.1% |
| 1Y | +18.1% | +13.3% | +4.8% | +16.3% |
| 3Y | +58.4% | +49.2% | +9.1% | +52.7% |
| 5Y | +5.2% | +250.0% | -244.8% | -2.3% |
| 10Y | +35.9% | +495.1% | -459.3% | +22.7% |
| All | +1,237.8% | +1,339.3% | -101.5% | +1,003.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling