+50.6%
LYB vs RMBS
-18.2%
+68.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.0% | +1.3% | -5.2% |
| 7D | -6.2% | -8.9% | +2.7% | -6.8% |
| 30D | +6.3% | -24.8% | +31.2% | +4.3% |
| 3M | +4.1% | -17.6% | +21.6% | +3.0% |
| 6M | -15.5% | -25.7% | +10.2% | -15.6% |
| YTD | +50.2% | -9.8% | +60.0% | +51.2% |
| 1Y | +50.6% | -17.4% | +68.0% | +52.3% |
| All | +50.6% | -18.2% | +68.8% | +52.3% |
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