+130.4%
EXPE vs RMBS
+555.1%
-424.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | -4.2% | +21.9% | -26.1% | -9.4% |
| 30D | -4.5% | -13.4% | +8.9% | -1.7% |
| 3M | -19.7% | -15.9% | -3.8% | -17.6% |
| 6M | +18.3% | -34.8% | +53.1% | +25.5% |
| YTD | -7.3% | -7.5% | +0.2% | -16.7% |
| 1Y | -3.9% | -16.9% | +13.0% | -10.8% |
| 3Y | +123.0% | +35.5% | +87.5% | +51.4% |
| 5Y | +47.9% | +254.2% | -206.3% | -39.4% |
| All | +130.4% | +555.1% | -424.7% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling