+140.2%
NI vs RMBS
+566.4%
-426.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | 0.0% | +1.8% | -1.7% | -0.1% |
| 30D | -1.4% | -13.9% | +12.5% | -0.3% |
| 3M | -10.6% | -39.8% | +29.2% | -7.4% |
| 6M | -9.3% | -6.0% | -3.3% | -10.9% |
| YTD | +1.1% | -5.4% | +6.5% | -1.3% |
| 1Y | +3.4% | -1.8% | +5.2% | -0.3% |
| 3Y | +67.9% | +53.7% | +14.2% | +48.0% |
| 5Y | +98.0% | +268.5% | -170.6% | +42.9% |
| All | +140.2% | +566.4% | -426.3% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling