+88.3%
EXPE vs RMBS
+269.8%
-181.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -11.5% | +3.5% | -15.0% | -12.2% |
| 30D | -13.1% | -8.6% | -4.5% | -11.6% |
| 3M | +18.1% | -40.3% | +58.5% | +30.5% |
| 6M | +13.3% | -1.0% | +14.2% | +4.3% |
| YTD | -3.2% | -4.6% | +1.4% | -11.0% |
| 1Y | +26.1% | +17.6% | +8.6% | +5.6% |
| 3Y | +151.7% | +58.6% | +93.1% | +69.4% |
| 5Y | +88.3% | +270.9% | -182.6% | -19.8% |
| All | +88.3% | +269.8% | -181.5% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling