+1,806.2%
EXC vs RMBS
+1,259.8%
+546.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.3% | -0.2% |
| 7D | -1.7% | -3.9% | +2.2% | -1.7% |
| 30D | +9.3% | -24.9% | +34.2% | +10.3% |
| 3M | +1.0% | -20.5% | +21.5% | +1.6% |
| 6M | +5.9% | -37.5% | +43.5% | +7.0% |
| YTD | +7.6% | -12.1% | +19.8% | +6.7% |
| 1Y | +2.4% | -25.0% | +27.4% | +2.0% |
| 3Y | +30.2% | +36.1% | -5.9% | +24.5% |
| 5Y | +41.4% | +236.1% | -194.8% | +28.7% |
| 10Y | +183.8% | +541.3% | -357.5% | +149.5% |
| All | +1,806.2% | +1,259.8% | +546.4% | +1,399.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling