+4.6%
EXC vs RMBS
-18.4%
+23.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.2% |
| 7D | +1.4% | +10.3% | -9.0% | +1.9% |
| 30D | +8.6% | -10.7% | +19.3% | +8.2% |
| 3M | +2.4% | -17.2% | +19.6% | +1.9% |
| 6M | +6.5% | -39.0% | +45.5% | +4.9% |
| YTD | +9.0% | -10.5% | +19.6% | +8.2% |
| 1Y | +4.6% | -11.0% | +15.6% | +3.8% |
| All | +4.6% | -18.4% | +23.0% | +3.8% |
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