-15.8%
F vs RMBS
+208.7%
-224.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.0% | -7.7% | -1.9% |
| 7D | +1.6% | -12.0% | +13.5% | +3.4% |
| 30D | +2.6% | -33.1% | +35.8% | +9.5% |
| 3M | -8.8% | -23.7% | +14.9% | -5.6% |
| 6M | +4.6% | -42.7% | +47.3% | +12.4% |
| YTD | -1.9% | -18.9% | +17.0% | -5.3% |
| 1Y | -0.8% | -30.0% | +29.2% | -1.5% |
| 3Y | +43.5% | +28.8% | +14.7% | +10.4% |
| All | -15.8% | +208.7% | -224.6% | -64.7% |
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 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