+155.5%
JPM vs RMBS
+267.8%
-112.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.2% |
| 7D | -0.4% | +3.5% | -3.9% | -0.9% |
| 30D | -1.4% | -8.6% | +7.2% | -0.4% |
| 3M | +13.9% | -40.3% | +54.3% | +20.7% |
| 6M | +23.5% | -1.0% | +24.5% | +18.9% |
| YTD | +11.6% | -4.6% | +16.3% | +6.9% |
| 1Y | +21.4% | +17.6% | +3.8% | +10.5% |
| 3Y | +163.4% | +58.6% | +104.8% | +114.5% |
| All | +155.5% | +267.8% | -112.4% | +58.2% |
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