+2,631.6%
O vs RMBS
+1,337.6%
+1,293.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.3% |
| 7D | +0.6% | +3.0% | -2.4% | +0.3% |
| 30D | +9.4% | -15.5% | +24.9% | +10.3% |
| 3M | -2.4% | -11.5% | +9.1% | -2.1% |
| 6M | -1.9% | -36.5% | +34.7% | -0.2% |
| YTD | +10.5% | -7.1% | +17.6% | +8.4% |
| 1Y | +10.0% | -18.7% | +28.6% | +8.7% |
| 3Y | +40.5% | +36.2% | +4.3% | +30.5% |
| 5Y | +10.2% | +252.0% | -241.8% | -5.5% |
| 10Y | +82.5% | +561.2% | -478.7% | +48.0% |
| All | +2,631.6% | +1,337.6% | +1,293.9% | +1,637.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling