+38.5%
D vs RMBS
+557.5%
-519.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | -0.4% | +3.5% | -3.9% | -0.6% |
| 30D | -2.1% | -8.6% | +6.5% | -1.7% |
| 3M | -0.7% | -40.3% | +39.6% | +1.2% |
| 6M | +5.6% | -1.0% | +6.6% | +4.2% |
| YTD | +14.6% | -4.6% | +19.2% | +12.8% |
| 1Y | +15.3% | +17.6% | -2.2% | +11.5% |
| 3Y | +59.1% | +58.6% | +0.5% | +45.7% |
| 5Y | +3.9% | +270.9% | -267.0% | -19.4% |
| 10Y | +38.5% | +569.1% | -530.6% | -10.9% |
| All | +38.5% | +557.5% | -519.0% | -10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling