+34.3%
FANG vs RMBS
-18.2%
+52.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.0% | +1.1% | -5.1% |
| 7D | -11.3% | -8.9% | -2.4% | -11.6% |
| 30D | -0.7% | -24.8% | +24.2% | -1.5% |
| 3M | -4.2% | -17.6% | +13.4% | -4.7% |
| 6M | -13.5% | -25.7% | +12.2% | -12.7% |
| YTD | +23.7% | -9.8% | +33.5% | +23.4% |
| 1Y | +34.3% | -17.4% | +51.7% | +34.4% |
| All | +34.3% | -18.2% | +52.5% | +34.4% |
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 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