+13,507.3%
GOOGL vs RMBS
+456.4%
+13,050.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -2.3% | -0.3% | -1.9% | -2.2% |
| 30D | -6.6% | -12.2% | +5.6% | -4.8% |
| 3M | -8.9% | -49.5% | +40.6% | +0.6% |
| 6M | +11.9% | -7.1% | +19.0% | +9.6% |
| YTD | +8.3% | -7.0% | +15.3% | +4.9% |
| 1Y | +46.2% | +13.3% | +32.9% | +35.4% |
| 3Y | +151.9% | +49.2% | +102.6% | +113.6% |
| 5Y | +137.7% | +250.0% | -112.3% | +73.2% |
| 10Y | +757.6% | +495.1% | +262.4% | +463.4% |
| All | +13,507.3% | +456.4% | +13,050.9% | +7,677.9% |
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