+337.2%
IR vs RMBS
+579.2%
-242.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +4.3% | +21.9% | -17.7% | -1.4% |
| 30D | +8.1% | -13.4% | +21.5% | +11.5% |
| 3M | +0.7% | -15.9% | +16.6% | +3.8% |
| 6M | +16.6% | -34.8% | +51.4% | +25.1% |
| YTD | +7.8% | -7.5% | +15.3% | -0.8% |
| 1Y | +9.9% | -16.9% | +26.8% | +4.0% |
| 3Y | +25.2% | +35.5% | -10.3% | -9.8% |
| 5Y | +46.8% | +254.2% | -207.4% | -35.7% |
| All | +337.2% | +579.2% | -242.0% | +33.9% |
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