+3,840.3%
FLEX vs RMBS
+1,260.2%
+2,580.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -13.6% | -8.4% | -5.2% | -11.0% |
| 30D | -36.5% | -24.9% | -11.6% | -30.6% |
| 3M | -36.4% | -15.8% | -20.7% | -32.8% |
| 6M | -46.5% | -37.5% | -9.0% | -38.5% |
| YTD | +25.9% | -12.1% | +38.0% | +29.7% |
| 1Y | +19.6% | -27.0% | +46.5% | +29.4% |
| 3Y | +287.0% | +28.8% | +258.2% | +242.6% |
| 5Y | +466.6% | +236.2% | +230.4% | +278.6% |
| 10Y | +626.9% | +546.6% | +80.3% | +312.4% |
| All | +3,840.3% | +1,260.2% | +2,580.2% | +757.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling