+25.7%
NDAQ vs RMBS
-18.4%
+44.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | -0.1% |
| 7D | +1.3% | +10.3% | -9.1% | +1.1% |
| 30D | +18.0% | -10.7% | +28.7% | +18.0% |
| 3M | +11.5% | -17.2% | +28.7% | +11.6% |
| 6M | +21.1% | -39.0% | +60.1% | +21.9% |
| YTD | +12.8% | -10.5% | +23.3% | +9.5% |
| 1Y | +25.7% | -11.0% | +36.7% | +21.8% |
| All | +25.7% | -18.4% | +44.1% | +21.8% |
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