+25.0%
FLEX vs RMBS
-18.2%
+43.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.0% | -6.3% | -8.9% |
| 7D | -17.0% | -8.9% | -8.0% | -12.0% |
| 30D | -33.8% | -24.8% | -9.0% | -21.9% |
| 3M | -39.0% | -17.6% | -21.5% | -32.1% |
| 6M | -15.9% | -25.7% | +9.8% | -0.4% |
| YTD | +27.8% | -9.8% | +37.6% | +25.9% |
| 1Y | +25.0% | -17.4% | +42.3% | +28.3% |
| All | +25.0% | -18.2% | +43.2% | +28.3% |
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