+2,627.5%
NDAQ vs RMBS
+1,857.9%
+769.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.3% |
| 7D | +1.3% | +10.3% | -9.1% | -0.3% |
| 30D | +18.0% | -10.7% | +28.7% | +19.2% |
| 3M | +11.5% | -17.2% | +28.7% | +13.4% |
| 6M | +21.1% | -39.0% | +60.1% | +26.5% |
| YTD | +12.8% | -10.5% | +23.3% | +8.6% |
| 1Y | +25.7% | -11.0% | +36.7% | +20.8% |
| 3Y | +116.8% | +31.3% | +85.5% | +85.3% |
| 5Y | +67.3% | +242.8% | -175.5% | +19.2% |
| 10Y | +473.3% | +536.9% | -63.6% | +261.0% |
| All | +2,627.5% | +1,857.9% | +769.7% | +1,379.5% |
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