+632.8%
LYB vs RMBS
+261.6%
+371.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | +0.3% | +1.8% | -1.5% | -0.1% |
| 30D | +2.5% | -13.9% | +16.4% | +5.4% |
| 3M | +1.4% | -39.8% | +41.2% | +10.6% |
| 6M | -3.5% | -6.0% | +2.5% | -8.4% |
| YTD | +52.0% | -5.4% | +57.3% | +41.7% |
| 1Y | +22.1% | -1.8% | +23.9% | +10.6% |
| 3Y | -22.8% | +53.7% | -76.4% | -42.4% |
| 5Y | -3.4% | +268.5% | -271.9% | -45.8% |
| 10Y | +47.4% | +563.9% | -516.5% | -31.2% |
| All | +632.8% | +261.6% | +371.2% | +220.1% |
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