-12.1%
DOW vs RMBS
+711.3%
-723.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.5% |
| 7D | -1.4% | +1.8% | -3.2% | -1.8% |
| 30D | -3.9% | -13.9% | +10.0% | -0.8% |
| 3M | -12.7% | -39.8% | +27.1% | -3.5% |
| 6M | -13.7% | -6.0% | -7.7% | -19.4% |
| YTD | +28.4% | -5.4% | +33.7% | +17.1% |
| 1Y | +21.8% | -1.8% | +23.6% | +7.5% |
| 3Y | -35.7% | +53.7% | -89.4% | -56.4% |
| 5Y | -36.8% | +268.5% | -305.3% | -75.1% |
| All | -12.1% | +711.3% | -723.3% | -80.2% |
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