+32.6%
NET vs RMBS
+244.6%
-212.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -0.2% |
| 7D | -16.4% | -8.9% | -7.4% | -13.1% |
| 30D | -25.8% | -24.8% | -1.0% | -17.2% |
| 3M | -11.5% | -17.6% | +6.0% | -5.8% |
| 6M | +18.9% | -25.7% | +44.6% | +25.5% |
| YTD | +35.2% | -9.8% | +45.0% | +18.1% |
| 1Y | +14.5% | -17.4% | +31.8% | +3.4% |
| 3Y | +313.8% | +42.8% | +271.1% | +124.4% |
| 5Y | +32.6% | +245.6% | -213.0% | -73.1% |
| All | +32.6% | +244.6% | -212.0% | -73.1% |
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