+69.5%
PR vs RMBS
+16.3%
+53.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | +2.9% | -0.3% | +3.3% | +2.9% |
| 30D | +18.0% | -12.2% | +30.2% | +17.9% |
| 3M | +16.9% | -49.5% | +66.4% | +17.2% |
| 6M | +28.2% | -7.1% | +35.4% | +26.4% |
| YTD | +69.3% | -7.0% | +76.3% | +65.9% |
| 1Y | +69.5% | +13.3% | +56.2% | +66.3% |
| All | +69.5% | +16.3% | +53.2% | +66.3% |
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