-52.0%
FIG vs RMBS
-18.4%
-33.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +2.6% |
| 7D | +3.4% | +10.3% | -6.9% | +4.0% |
| 30D | -9.5% | -10.7% | +1.3% | -10.6% |
| 3M | -26.2% | -17.2% | -9.0% | -27.5% |
| 6M | +2.7% | -39.0% | +41.7% | -0.3% |
| YTD | -48.0% | -10.5% | -37.4% | -53.3% |
| 1Y | -52.0% | -11.0% | -41.1% | -57.3% |
| All | -52.0% | -18.4% | -33.7% | -57.3% |
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