+7.1%
LOW vs RMBS
+267.8%
-260.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -0.6% | +3.5% | -4.1% | -1.0% |
| 30D | -9.3% | -8.6% | -0.7% | -8.5% |
| 3M | -8.1% | -40.3% | +32.2% | -3.4% |
| 6M | -19.8% | -1.0% | -18.8% | -22.4% |
| YTD | -16.4% | -4.6% | -11.8% | -19.7% |
| 1Y | -24.7% | +17.6% | -42.2% | -31.1% |
| 3Y | -8.8% | +58.6% | -67.5% | -25.6% |
| All | +7.1% | +267.8% | -260.7% | -37.4% |
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 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