+227.5%
LOW vs RMBS
+566.4%
-338.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -3.7% | +1.8% | -5.5% | -4.1% |
| 30D | -8.9% | -13.9% | +5.0% | -6.5% |
| 3M | -10.4% | -39.8% | +29.4% | -2.8% |
| 6M | -19.4% | -6.0% | -13.4% | -22.7% |
| YTD | -17.1% | -5.4% | -11.8% | -22.1% |
| 1Y | -26.3% | -1.8% | -24.4% | -32.8% |
| 3Y | -9.9% | +53.7% | -63.5% | -33.8% |
| 5Y | +6.1% | +268.5% | -262.4% | -47.4% |
| All | +227.5% | +566.4% | -338.9% | +16.0% |
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