+166.7%
F vs RMBS
+1,155.2%
-988.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.0% | -7.7% | -1.7% |
| 7D | +1.6% | -12.0% | +13.5% | +3.0% |
| 30D | +2.6% | -33.1% | +35.8% | +7.9% |
| 3M | -8.8% | -23.7% | +14.9% | -6.3% |
| 6M | +4.6% | -42.7% | +47.3% | +10.4% |
| YTD | -1.9% | -18.9% | +17.0% | -3.1% |
| 1Y | -0.8% | -30.0% | +29.2% | -0.3% |
| 3Y | +43.5% | +28.8% | +14.7% | +26.8% |
| 5Y | -12.1% | +210.5% | -222.6% | -32.0% |
| 10Y | +83.6% | +524.7% | -441.1% | +27.8% |
| All | +166.7% | +1,155.2% | -988.5% | +22.4% |
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