+70.6%
PR vs RMBS
-22.1%
+92.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -2.9% | +2.8% |
| 7D | -0.5% | +3.0% | -3.5% | -0.5% |
| 30D | -4.6% | -15.5% | +10.9% | -5.0% |
| 3M | +4.7% | -11.5% | +16.2% | +4.4% |
| 6M | +12.4% | -36.5% | +49.0% | +12.8% |
| YTD | +62.9% | -7.1% | +70.0% | +57.8% |
| 1Y | +70.6% | -18.7% | +89.2% | +67.0% |
| All | +70.6% | -22.1% | +92.6% | +67.0% |
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