+46.0%
F vs RMBS
+32.1%
+13.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | -3.1% | +10.3% | -13.4% | -4.3% |
| 30D | 0.0% | -10.7% | +10.8% | +0.9% |
| 3M | -13.2% | -17.2% | +4.0% | -12.0% |
| 6M | -10.2% | -39.0% | +28.8% | -6.1% |
| YTD | -4.9% | -10.5% | +5.6% | -8.0% |
| 1Y | -6.1% | -11.0% | +4.9% | -9.3% |
| 3Y | +46.0% | +31.3% | +14.6% | +22.0% |
| All | +46.0% | +32.1% | +13.9% | +22.0% |
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