+71.3%
FLEX vs RMBS
-5.9%
+77.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.6% |
| 7D | -0.9% | -0.3% | -0.5% | -0.7% |
| 30D | -10.1% | -12.2% | +2.0% | -2.4% |
| 3M | -31.3% | -49.5% | +18.2% | +2.6% |
| 6M | +71.3% | -7.1% | +78.4% | +57.5% |
| All | +71.3% | -5.9% | +77.2% | +57.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling