+2,681.5%
O vs RMBS
+1,339.3%
+1,342.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -1.9% | -12.2% | +10.3% | -1.1% |
| 3M | +3.8% | -49.5% | +53.4% | +7.9% |
| 6M | -4.7% | -7.1% | +2.4% | -5.7% |
| YTD | +12.5% | -7.0% | +19.5% | +10.9% |
| 1Y | +10.8% | +13.3% | -2.5% | +7.2% |
| 3Y | +28.8% | +49.2% | -20.5% | +19.2% |
| 5Y | +13.2% | +250.0% | -236.8% | -2.5% |
| 10Y | +53.5% | +495.1% | -441.7% | +25.8% |
| All | +2,681.5% | +1,339.3% | +1,342.1% | +1,677.2% |
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