+41.4%
EXC vs RMBS
+235.0%
-193.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.3% | +0.3% |
| 7D | -1.7% | -3.9% | +2.2% | -1.7% |
| 30D | +9.3% | -24.9% | +34.2% | +8.8% |
| 3M | +1.0% | -20.5% | +21.5% | +0.8% |
| 6M | +5.9% | -37.5% | +43.5% | +5.3% |
| YTD | +7.6% | -12.1% | +19.8% | +7.5% |
| 1Y | +2.4% | -25.0% | +27.4% | +2.1% |
| 3Y | +30.2% | +36.1% | -5.9% | +29.7% |
| 5Y | +41.4% | +236.1% | -194.8% | +22.5% |
| All | +41.4% | +235.0% | -193.7% | +22.5% |
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