+1,289.2%
D vs RMBS
+1,260.2%
+29.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.4% | -8.4% | +10.8% | +2.6% |
| 30D | +10.9% | -24.9% | +35.8% | +11.7% |
| 3M | +2.8% | -15.8% | +18.6% | +3.1% |
| 6M | +12.7% | -37.5% | +50.2% | +13.7% |
| YTD | +20.3% | -12.1% | +32.4% | +19.5% |
| 1Y | +17.1% | -27.0% | +44.1% | +16.9% |
| 3Y | +75.1% | +28.8% | +46.3% | +69.4% |
| 5Y | +13.1% | +236.2% | -223.1% | +5.0% |
| 10Y | +48.3% | +546.6% | -498.3% | +33.3% |
| All | +1,289.2% | +1,260.2% | +29.1% | +1,045.6% |
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