+136.9%
GOOGL vs RMBS
+267.8%
-130.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -1.9% | +3.5% | -5.3% | -2.6% |
| 30D | -7.5% | -8.6% | +1.1% | -6.0% |
| 3M | -9.2% | -40.3% | +31.1% | -0.2% |
| 6M | +8.1% | -1.0% | +9.0% | +2.1% |
| YTD | +5.8% | -4.6% | +10.5% | -1.1% |
| 1Y | +38.3% | +17.6% | +20.8% | +19.9% |
| 3Y | +144.8% | +58.6% | +86.1% | +78.3% |
| All | +136.9% | +267.8% | -130.9% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling