+7.8%
D vs RMBS
+250.7%
-242.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.4% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | -2.6% | -12.2% | +9.6% | -2.7% |
| 3M | 0.0% | -49.5% | +49.5% | -0.6% |
| 6M | +7.4% | -7.1% | +14.5% | +7.4% |
| YTD | +15.9% | -7.0% | +22.9% | +15.9% |
| 1Y | +18.1% | +13.3% | +4.8% | +18.5% |
| 3Y | +58.4% | +49.2% | +9.1% | +59.3% |
| All | +7.8% | +250.7% | -242.9% | -0.3% |
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