-26.3%
LOW vs RMBS
+11.7%
-38.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -3.7% | +1.8% | -5.5% | -3.7% |
| 30D | -8.9% | -13.9% | +5.0% | -8.7% |
| 3M | -10.4% | -39.8% | +29.4% | -9.6% |
| 6M | -19.4% | -6.0% | -13.4% | -20.7% |
| YTD | -17.1% | -5.4% | -11.8% | -18.7% |
| 1Y | -26.3% | -1.8% | -24.4% | -28.4% |
| All | -26.3% | +11.7% | -38.0% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling