+52.3%
O vs RMBS
+571.6%
-519.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -2.3% | +3.5% | -5.7% | -2.6% |
| 30D | -2.4% | -8.6% | +6.1% | -1.8% |
| 3M | -0.6% | -40.3% | +39.7% | +3.5% |
| 6M | -5.0% | -1.0% | -4.0% | -7.7% |
| YTD | +10.4% | -4.6% | +15.0% | +6.6% |
| 1Y | +6.6% | +17.6% | -11.0% | -1.0% |
| 3Y | +28.4% | +58.6% | -30.3% | +7.0% |
| 5Y | +15.3% | +270.9% | -255.6% | -26.8% |
| All | +52.3% | +571.6% | -519.4% | -26.9% |
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