+68.3%
PR vs RMBS
-27.4%
+95.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.3% | -9.4% | -1.0% |
| 7D | -12.4% | -3.9% | -8.5% | -12.4% |
| 30D | -6.6% | -24.9% | +18.3% | -7.1% |
| 3M | +7.5% | -20.5% | +28.0% | +7.1% |
| 6M | +10.8% | -37.5% | +48.3% | +11.0% |
| YTD | +57.0% | -12.1% | +69.2% | +53.0% |
| All | +68.3% | -27.4% | +95.7% | +65.7% |
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