-41.5%
FIS vs RMBS
+11.7%
-53.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.3% |
| 7D | -7.9% | +1.8% | -9.7% | -7.8% |
| 30D | -8.0% | -13.9% | +5.9% | -8.6% |
| 3M | +0.6% | -39.8% | +40.4% | -0.7% |
| 6M | -22.2% | -6.0% | -16.2% | -24.3% |
| YTD | -40.8% | -5.4% | -35.4% | -41.3% |
| 1Y | -41.5% | -1.8% | -39.7% | -42.2% |
| All | -41.5% | +11.7% | -53.2% | -42.2% |
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