+14.6%
D vs RMBS
+235.0%
-220.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.3% | -8.9% | -0.4% |
| 7D | +0.8% | -3.9% | +4.7% | +0.7% |
| 30D | +10.7% | -24.9% | +35.6% | +10.3% |
| 3M | +2.3% | -20.5% | +22.8% | +2.1% |
| 6M | +12.5% | -37.5% | +50.0% | +12.0% |
| YTD | +20.1% | -12.1% | +32.2% | +20.1% |
| 1Y | +15.6% | -25.0% | +40.6% | +15.4% |
| 3Y | +75.2% | +36.1% | +39.1% | +76.1% |
| 5Y | +14.6% | +236.1% | -221.5% | +6.0% |
| All | +14.6% | +235.0% | -220.4% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling