+213.5%
F vs RMBS
+1,339.3%
-1,125.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.3% |
| 7D | +5.3% | -0.3% | +5.7% | +5.4% |
| 30D | +4.6% | -12.2% | +16.8% | +6.3% |
| 3M | -3.7% | -49.5% | +45.9% | +4.9% |
| 6M | +16.8% | -7.1% | +24.0% | +15.1% |
| YTD | +15.3% | -7.0% | +22.3% | +12.8% |
| 1Y | +31.0% | +13.3% | +17.7% | +23.3% |
| 3Y | +45.4% | +49.2% | -3.8% | +26.5% |
| 5Y | +54.7% | +250.0% | -195.3% | +18.7% |
| 10Y | +98.2% | +495.1% | -396.9% | +39.6% |
| All | +213.5% | +1,339.3% | -1,125.8% | +42.5% |
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