+120.8%
EXPE vs RMBS
+32.1%
+88.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | -0.5% | +10.3% | -10.8% | -1.9% |
| 30D | -6.1% | -10.7% | +4.6% | -5.0% |
| 3M | -21.3% | -17.2% | -4.1% | -19.9% |
| 6M | +19.0% | -39.0% | +58.0% | +24.6% |
| YTD | -8.4% | -10.5% | +2.1% | -13.8% |
| 1Y | -2.8% | -11.0% | +8.2% | -8.6% |
| 3Y | +120.8% | +31.3% | +89.4% | +72.3% |
| All | +120.8% | +32.1% | +88.7% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling