+3.2%
EXC vs RMBS
-22.1%
+25.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | +0.5% |
| 7D | -1.4% | +3.0% | -4.3% | -1.1% |
| 30D | +8.3% | -15.5% | +23.8% | +7.8% |
| 3M | +2.6% | -11.5% | +14.1% | +2.5% |
| 6M | +5.2% | -36.5% | +41.7% | +3.9% |
| YTD | +7.5% | -7.1% | +14.6% | +6.6% |
| 1Y | +3.2% | -18.7% | +21.8% | +1.9% |
| All | +3.2% | -22.1% | +25.2% | +1.9% |
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 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