+1,804.5%
EXC vs RMBS
+1,337.6%
+466.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | 0.0% |
| 7D | -1.4% | +3.0% | -4.3% | -1.6% |
| 30D | +8.3% | -15.5% | +23.8% | +8.8% |
| 3M | +2.6% | -11.5% | +14.1% | +2.8% |
| 6M | +5.2% | -36.5% | +41.7% | +6.2% |
| YTD | +7.5% | -7.1% | +14.6% | +6.4% |
| 1Y | +3.2% | -18.7% | +21.8% | +2.5% |
| 3Y | +29.5% | +36.2% | -6.6% | +23.9% |
| 5Y | +39.7% | +252.0% | -212.3% | +26.9% |
| 10Y | +200.1% | +561.2% | -361.1% | +163.5% |
| All | +1,804.5% | +1,337.6% | +466.9% | +1,394.6% |
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