+46.2%
EXC vs RMBS
+260.2%
-214.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | +1.2% | +3.0% | -1.7% | +1.3% |
| 30D | -2.7% | -14.4% | +11.7% | -3.0% |
| 3M | -1.0% | -42.8% | +41.9% | -1.7% |
| 6M | -9.3% | -1.4% | -7.9% | -9.4% |
| YTD | +3.6% | -5.4% | +9.1% | +3.5% |
| 1Y | +5.9% | +18.6% | -12.7% | +5.9% |
| 3Y | +21.3% | +57.3% | -36.0% | +20.0% |
| 5Y | +46.2% | +265.7% | -219.5% | +27.3% |
| All | +46.2% | +260.2% | -214.1% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling