+13,447.0%
GOOG vs RMBS
+465.7%
+12,981.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | +1.1% | +3.0% | -1.9% | +0.6% |
| 30D | -5.1% | -14.4% | +9.4% | -2.8% |
| 3M | -7.1% | -42.8% | +35.8% | +0.8% |
| 6M | +12.7% | -1.4% | +14.0% | +9.3% |
| YTD | +7.1% | -5.4% | +12.5% | +3.4% |
| 1Y | +43.6% | +18.6% | +25.0% | +32.0% |
| 3Y | +146.8% | +57.3% | +89.5% | +107.7% |
| 5Y | +133.7% | +265.7% | -132.0% | +69.4% |
| 10Y | +773.3% | +546.0% | +227.3% | +468.7% |
| All | +13,447.0% | +465.7% | +12,981.3% | +7,635.1% |
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