+200.5%
P vs RMBS
+32.1%
+168.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.4% |
| 7D | +11.6% | +10.3% | +1.3% | +6.6% |
| 30D | -23.7% | -10.7% | -13.0% | -19.2% |
| 3M | -8.0% | -17.2% | +9.2% | +0.2% |
| 6M | +27.9% | -39.0% | +66.9% | +55.4% |
| YTD | +61.2% | -10.5% | +71.7% | +52.2% |
| 1Y | +28.6% | -11.0% | +39.6% | +21.1% |
| 3Y | +200.5% | +31.3% | +169.1% | +103.6% |
| All | +200.5% | +32.1% | +168.4% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling