-4.9%
LYB vs RMBS
+265.4%
-270.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | +0.3% | +1.8% | -1.5% | +0.1% |
| 30D | +2.5% | -13.9% | +16.4% | +3.8% |
| 3M | +1.4% | -39.8% | +41.2% | +6.0% |
| 6M | -3.5% | -6.0% | +2.5% | -6.8% |
| YTD | +52.0% | -5.4% | +57.3% | +44.9% |
| 1Y | +22.1% | -1.8% | +23.9% | +14.1% |
| 3Y | -22.8% | +53.7% | -76.4% | -37.6% |
| All | -4.9% | +265.4% | -270.4% | -41.2% |
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