-35.5%
DOW vs RMBS
+258.2%
-293.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.2% |
| 7D | -2.4% | +1.2% | -3.6% | -2.5% |
| 30D | -4.1% | -11.5% | +7.4% | -2.7% |
| 3M | -12.4% | -38.2% | +25.8% | -7.4% |
| 6M | -10.6% | -4.8% | -5.9% | -14.7% |
| YTD | +31.1% | -7.1% | +38.2% | +24.0% |
| 1Y | +30.5% | +10.7% | +19.8% | +17.7% |
| 3Y | -34.4% | +54.5% | -88.9% | -48.1% |
| 5Y | -35.5% | +261.7% | -297.2% | -62.2% |
| All | -35.5% | +258.2% | -293.7% | -62.2% |
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 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