+327.1%
NET vs RMBS
+51.0%
+276.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 7D | -7.0% | -0.3% | -6.6% | -6.9% |
| 30D | -4.8% | -12.2% | +7.4% | -1.5% |
| 3M | +3.8% | -49.5% | +53.4% | +23.6% |
| 6M | +50.0% | -7.1% | +57.2% | +41.2% |
| YTD | +41.5% | -7.0% | +48.5% | +29.1% |
| 1Y | +32.8% | +13.3% | +19.5% | +8.9% |
| All | +327.1% | +51.0% | +276.1% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling