+129.0%
FITB vs RMBS
+56.5%
+72.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -0.4% | +3.5% | -3.8% | -0.8% |
| 30D | -5.1% | -8.6% | +3.4% | -4.1% |
| 3M | +3.5% | -40.3% | +43.8% | +9.9% |
| 6M | +17.2% | -1.0% | +18.2% | +12.4% |
| YTD | +17.6% | -4.6% | +22.3% | +12.3% |
| 1Y | +23.4% | +17.6% | +5.8% | +11.4% |
| All | +129.0% | +56.5% | +72.4% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling