+485.4%
P vs RMBS
+612.2%
-126.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +0.7% |
| 7D | +6.5% | -0.3% | +6.9% | +6.7% |
| 30D | +18.8% | -12.2% | +31.0% | +25.8% |
| 3M | +26.7% | -49.5% | +76.3% | +73.1% |
| 6M | +62.2% | -7.1% | +69.3% | +54.9% |
| YTD | +48.5% | -7.0% | +55.5% | +37.9% |
| 1Y | +26.4% | +13.3% | +13.1% | +1.9% |
| 3Y | +159.4% | +49.2% | +110.2% | +67.4% |
| 5Y | +275.8% | +250.0% | +25.8% | +44.3% |
| 10Y | +732.0% | +495.1% | +236.9% | +117.7% |
| All | +485.4% | +612.2% | -126.8% | +52.8% |
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