+755.6%
GOOGL vs RMBS
+566.4%
+189.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.3% |
| 7D | 0.0% | +1.8% | -1.8% | -0.4% |
| 30D | -1.4% | -13.9% | +12.5% | +2.1% |
| 3M | -5.3% | -39.8% | +34.5% | +5.8% |
| 6M | +9.8% | -6.0% | +15.8% | +4.5% |
| YTD | +8.4% | -5.4% | +13.7% | +0.5% |
| 1Y | +41.2% | -1.8% | +43.0% | +27.1% |
| 3Y | +149.6% | +53.7% | +95.9% | +76.6% |
| 5Y | +142.6% | +268.5% | -125.9% | +15.3% |
| All | +755.6% | +566.4% | +189.1% | +195.6% |
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