+22.5%
P vs RMBS
+19.9%
+2.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.3% |
| 7D | +5.0% | +3.5% | +1.6% | +3.8% |
| 30D | -0.9% | -8.6% | +7.7% | +2.0% |
| 3M | +38.7% | -40.3% | +79.0% | +62.2% |
| 6M | +54.4% | -1.0% | +55.4% | +47.5% |
| YTD | +44.8% | -4.6% | +49.5% | +38.0% |
| 1Y | +22.5% | +17.6% | +5.0% | +11.0% |
| All | +22.5% | +19.9% | +2.7% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling