-10.4%
DOW vs RMBS
+710.5%
-721.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.1% |
| 7D | -2.9% | +3.0% | -5.9% | -3.6% |
| 30D | +2.0% | -14.4% | +16.4% | +5.3% |
| 3M | -12.5% | -42.8% | +30.3% | -2.2% |
| 6M | -9.2% | -1.4% | -7.8% | -16.3% |
| YTD | +30.8% | -5.4% | +36.2% | +19.3% |
| 1Y | +29.4% | +18.6% | +10.8% | +7.4% |
| 3Y | -34.6% | +57.3% | -91.8% | -56.1% |
| 5Y | -35.9% | +265.7% | -301.6% | -74.6% |
| All | -10.4% | +710.5% | -721.0% | -79.9% |
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