+25.3%
F vs RMBS
+14.4%
+11.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.4% |
| 7D | +1.2% | +3.0% | -1.8% | +0.8% |
| 30D | +1.2% | -14.4% | +15.6% | +2.8% |
| 3M | -5.7% | -42.8% | +37.2% | +0.2% |
| 6M | +17.9% | -1.4% | +19.3% | +14.5% |
| YTD | +10.4% | -5.4% | +15.8% | +7.3% |
| 1Y | +25.3% | +18.6% | +6.8% | +19.7% |
| All | +25.3% | +14.4% | +11.0% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling