+274.5%
IR vs RMBS
+582.3%
-307.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +0.1% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | -14.0% | -11.5% | -2.5% | -11.3% |
| 3M | +3.7% | -38.2% | +41.9% | +16.4% |
| 6M | -15.4% | -4.8% | -10.6% | -19.9% |
| YTD | -7.7% | -7.1% | -0.6% | -13.8% |
| 1Y | -8.8% | +10.7% | -19.5% | -21.9% |
| 3Y | +5.6% | +54.5% | -48.9% | -27.5% |
| 5Y | +34.3% | +261.7% | -227.3% | -40.8% |
| All | +274.5% | +582.3% | -307.7% | +16.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling