+117.8%
EW vs RMBS
+566.4%
-448.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.1% |
| 7D | -6.2% | +1.8% | -7.9% | -6.5% |
| 30D | -9.3% | -13.9% | +4.6% | -7.0% |
| 3M | -1.6% | -39.8% | +38.2% | +6.8% |
| 6M | -0.8% | -6.0% | +5.2% | -4.8% |
| YTD | -1.0% | -5.4% | +4.3% | -6.8% |
| 1Y | +8.2% | -1.8% | +10.0% | -1.2% |
| 3Y | +12.7% | +53.7% | -41.0% | -17.1% |
| 5Y | -30.2% | +268.5% | -298.7% | -65.1% |
| All | +117.8% | +566.4% | -448.7% | -19.4% |
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