+32.7%
FITB vs RMBS
-18.4%
+51.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.3% |
| 7D | +2.8% | +10.3% | -7.6% | +2.1% |
| 30D | +9.8% | -10.7% | +20.5% | +10.3% |
| 3M | -5.2% | -17.2% | +12.1% | -4.4% |
| 6M | +17.3% | -39.0% | +56.3% | +19.6% |
| YTD | +19.3% | -10.5% | +29.8% | +12.5% |
| 1Y | +32.7% | -11.0% | +43.7% | +25.0% |
| All | +32.7% | -18.4% | +51.1% | +25.0% |
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