+98.5%
FLEX vs RMBS
+16.3%
+82.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.8% |
| 7D | -0.9% | -0.3% | -0.5% | -0.7% |
| 30D | -10.1% | -12.2% | +2.0% | -4.2% |
| 3M | -31.3% | -49.5% | +18.2% | -6.2% |
| 6M | +71.3% | -7.1% | +78.4% | +78.8% |
| YTD | +81.2% | -7.0% | +88.2% | +83.6% |
| 1Y | +98.5% | +13.3% | +85.2% | +100.7% |
| All | +98.5% | +16.3% | +82.2% | +100.7% |
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