+14.7%
QLD vs RMBS
-18.2%
+32.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +4.0% |
| 7D | -9.4% | -8.9% | -0.5% | -6.5% |
| 30D | -17.1% | -24.8% | +7.8% | -8.8% |
| 3M | -10.4% | -17.6% | +7.1% | -5.1% |
| 6M | +0.7% | -25.7% | +26.4% | +10.5% |
| YTD | +17.7% | -9.8% | +27.5% | +14.2% |
| 1Y | +14.7% | -17.4% | +32.0% | +14.5% |
| All | +14.7% | -18.2% | +32.9% | +14.5% |
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