+99.6%
PSX vs RMBS
+16.3%
+83.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | +0.2% |
| 7D | +4.5% | -0.3% | +4.9% | +4.5% |
| 30D | +26.6% | -12.2% | +38.8% | +26.4% |
| 3M | +39.3% | -49.5% | +88.8% | +38.7% |
| 6M | +56.8% | -7.1% | +64.0% | +54.7% |
| YTD | +101.8% | -7.0% | +108.8% | +96.6% |
| 1Y | +99.6% | +13.3% | +86.3% | +95.2% |
| All | +99.6% | +16.3% | +83.3% | +95.2% |
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 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