-55.8%
FIG vs RMBS
+16.3%
-72.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.3% |
| 7D | -16.3% | -0.3% | -16.0% | -16.3% |
| 30D | -14.3% | -12.2% | -2.1% | -14.5% |
| 3M | +7.2% | -49.5% | +56.7% | +10.3% |
| 6M | -18.6% | -7.1% | -11.5% | -28.3% |
| YTD | -35.5% | -7.0% | -28.5% | -44.7% |
| 1Y | -55.8% | +13.3% | -69.1% | -68.4% |
| All | -55.8% | +16.3% | -72.1% | -68.4% |
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