+780.7%
GOOG vs RMBS
+566.4%
+214.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | 0.0% | +1.8% | -1.7% | -0.4% |
| 30D | -2.0% | -13.9% | +11.9% | +1.5% |
| 3M | -5.9% | -39.8% | +33.9% | +5.2% |
| 6M | +8.9% | -6.0% | +14.9% | +3.7% |
| YTD | +7.1% | -5.4% | +12.5% | -0.5% |
| 1Y | +39.7% | -1.8% | +41.5% | +25.9% |
| 3Y | +145.8% | +53.7% | +92.2% | +74.5% |
| 5Y | +138.6% | +268.5% | -129.9% | +14.4% |
| All | +780.7% | +566.4% | +214.2% | +208.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling