-46.1%
FLEX vs RMBS
-36.0%
-10.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.3% | +3.7% | +6.2% |
| 7D | -7.2% | -3.9% | -3.3% | -4.2% |
| 30D | -34.8% | -24.9% | -9.9% | -21.0% |
| 3M | -35.6% | -20.5% | -15.1% | -25.2% |
| All | -46.1% | -36.0% | -10.1% | -28.2% |
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