+2,327.9%
NDAQ vs RMBS
+1,934.8%
+393.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +2.5% | -12.2% | +14.6% | +4.2% |
| 3M | +9.9% | -49.5% | +59.5% | +20.1% |
| 6M | +9.4% | -7.1% | +16.6% | +6.5% |
| YTD | +0.4% | -7.0% | +7.4% | -2.9% |
| 1Y | +4.0% | +13.3% | -9.3% | -3.8% |
| 3Y | +94.4% | +49.2% | +45.1% | +63.7% |
| 5Y | +56.7% | +250.0% | -193.2% | +12.5% |
| 10Y | +375.3% | +495.1% | -119.8% | +205.0% |
| All | +2,327.9% | +1,934.8% | +393.1% | +1,222.9% |
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