+726.6%
EXPE vs RMBS
+502.0%
+224.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.5% |
| 7D | -0.5% | +10.3% | -10.8% | -2.6% |
| 30D | -6.1% | -10.7% | +4.6% | -4.5% |
| 3M | -21.3% | -17.2% | -4.1% | -19.4% |
| 6M | +19.0% | -39.0% | +58.0% | +26.7% |
| YTD | -8.4% | -10.5% | +2.1% | -13.2% |
| 1Y | -2.8% | -11.0% | +8.2% | -8.0% |
| 3Y | +120.8% | +31.3% | +89.4% | +78.3% |
| 5Y | +46.2% | +242.8% | -196.6% | -6.1% |
| 10Y | +123.8% | +536.9% | -413.1% | +23.8% |
| All | +726.6% | +502.0% | +224.6% | +313.6% |
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