+1,722.3%
EXC vs RMBS
+1,339.3%
+382.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -3.7% | -12.2% | +8.4% | -3.3% |
| 3M | -1.3% | -49.5% | +48.2% | +0.9% |
| 6M | -9.7% | -7.1% | -2.6% | -10.2% |
| YTD | +2.9% | -7.0% | +9.9% | +2.0% |
| 1Y | +4.4% | +13.3% | -9.0% | +2.3% |
| 3Y | +22.2% | +49.2% | -27.0% | +16.6% |
| 5Y | +46.7% | +250.0% | -203.2% | +33.7% |
| 10Y | +155.3% | +495.1% | -339.8% | +125.5% |
| All | +1,722.3% | +1,339.3% | +382.9% | +1,333.8% |
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 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