-83.0%
FRMI vs RMBS
-14.1%
-68.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.5% |
| 7D | +15.9% | +3.5% | +12.5% | +14.6% |
| 30D | -6.0% | -8.6% | +2.6% | -2.5% |
| 3M | -1.6% | -40.3% | +38.7% | +14.4% |
| 6M | -30.7% | -1.0% | -29.7% | -39.4% |
| YTD | -30.9% | -4.6% | -26.3% | -41.5% |
| All | -83.0% | -14.1% | -68.9% | -83.9% |
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