+6,069.9%
LOW vs RMBS
+1,363.4%
+4,706.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.9% |
| 7D | +0.4% | +3.0% | -2.6% | +0.1% |
| 30D | -10.1% | -14.4% | +4.3% | -8.9% |
| 3M | -2.9% | -42.8% | +40.0% | +1.6% |
| 6M | -19.4% | -1.4% | -18.0% | -20.8% |
| YTD | -15.4% | -5.4% | -10.0% | -17.1% |
| 1Y | -24.9% | +18.6% | -43.5% | -28.6% |
| 3Y | -7.8% | +57.3% | -65.1% | -16.9% |
| 5Y | +8.4% | +265.7% | -257.3% | -10.6% |
| 10Y | +226.8% | +546.0% | -319.2% | +153.9% |
| All | +6,069.9% | +1,363.4% | +4,706.5% | +3,197.7% |
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