+3.4%
EXC vs RMBS
+16.3%
-12.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | -0.7% | -0.3% | -0.3% | -0.7% |
| 30D | -4.6% | -12.2% | +7.5% | -5.0% |
| 3M | -2.2% | -49.5% | +47.3% | -4.0% |
| 6M | -10.6% | -7.1% | -3.4% | -11.0% |
| YTD | +1.9% | -7.0% | +8.9% | +1.6% |
| 1Y | +3.4% | +13.3% | -9.9% | +4.1% |
| All | +3.4% | +16.3% | -12.9% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling