-44.6%
INFY vs RMBS
+265.4%
-310.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | -5.4% | +1.8% | -7.2% | -5.6% |
| 30D | -9.9% | -13.9% | +4.0% | -8.7% |
| 3M | -4.6% | -39.8% | +35.2% | -0.2% |
| 6M | -18.5% | -6.0% | -12.5% | -21.8% |
| YTD | -36.5% | -5.4% | -31.2% | -39.6% |
| 1Y | -32.8% | -1.8% | -30.9% | -37.1% |
| 3Y | -32.2% | +53.7% | -85.9% | -44.8% |
| All | -44.6% | +265.4% | -310.0% | -65.2% |
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