+112.5%
NET vs RMBS
+250.7%
-138.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.5% |
| 7D | -7.0% | -0.3% | -6.6% | -6.8% |
| 30D | -4.8% | -12.2% | +7.4% | -0.1% |
| 3M | +3.8% | -49.5% | +53.4% | +33.0% |
| 6M | +50.0% | -7.1% | +57.2% | +36.9% |
| YTD | +41.5% | -7.0% | +48.5% | +23.3% |
| 1Y | +32.8% | +13.3% | +19.5% | -0.8% |
| 3Y | +335.9% | +49.2% | +286.6% | +131.2% |
| All | +112.5% | +250.7% | -138.2% | -55.0% |
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