+277.0%
IR vs RMBS
+600.6%
-323.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -1.9% | +3.5% | -5.4% | -2.8% |
| 30D | -15.0% | -8.6% | -6.5% | -13.1% |
| 3M | -0.4% | -40.3% | +39.9% | +12.9% |
| 6M | -15.0% | -1.0% | -14.1% | -20.5% |
| YTD | -7.1% | -4.6% | -2.4% | -13.8% |
| 1Y | -7.5% | +17.6% | -25.1% | -22.2% |
| 3Y | +6.3% | +58.6% | -52.3% | -27.5% |
| 5Y | +37.3% | +270.9% | -233.6% | -39.9% |
| All | +277.0% | +600.6% | -323.6% | +16.2% |
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 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