+70.9%
NDAQ vs RMBS
+249.4%
-178.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.8% |
| 7D | 0.0% | +3.0% | -3.0% | -0.5% |
| 30D | +16.3% | -15.5% | +31.8% | +17.8% |
| 3M | +15.8% | -11.5% | +27.3% | +16.3% |
| 6M | +24.8% | -36.5% | +61.4% | +28.2% |
| YTD | +14.1% | -7.1% | +21.2% | +9.2% |
| 1Y | +26.5% | -18.7% | +45.2% | +23.0% |
| 3Y | +119.1% | +36.2% | +83.0% | +85.9% |
| 5Y | +70.9% | +252.0% | -181.1% | +1.0% |
| All | +70.9% | +249.4% | -178.5% | +1.0% |
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