+256.3%
P vs RMBS
+235.0%
+21.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.3% | -2.0% | +2.3% |
| 7D | -9.6% | -3.9% | -5.7% | -7.5% |
| 30D | -33.4% | -24.9% | -8.6% | -23.6% |
| 3M | +14.2% | -20.5% | +34.7% | +26.5% |
| 6M | +31.6% | -37.5% | +69.1% | +59.4% |
| YTD | +53.5% | -12.1% | +65.6% | +46.5% |
| 1Y | +14.2% | -25.0% | +39.2% | +17.4% |
| 3Y | +190.5% | +36.1% | +154.4% | +99.1% |
| 5Y | +256.3% | +236.1% | +20.2% | +20.2% |
| All | +256.3% | +235.0% | +21.3% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling