+1,520.2%
QLD vs RMBS
+579.1%
+941.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | +1.4% |
| 7D | -1.2% | +3.0% | -4.2% | -2.9% |
| 30D | -15.7% | -15.5% | -0.2% | -7.7% |
| 3M | -10.0% | -11.5% | +1.4% | -5.4% |
| 6M | -11.2% | -36.5% | +25.3% | +9.3% |
| YTD | +16.4% | -7.1% | +23.5% | +2.0% |
| 1Y | +12.7% | -18.7% | +31.3% | +6.5% |
| 3Y | +152.3% | +36.2% | +116.1% | +39.2% |
| 5Y | +91.8% | +252.0% | -160.2% | -55.5% |
| 10Y | +1,520.2% | +561.2% | +959.0% | +98.4% |
| All | +1,520.2% | +579.1% | +941.2% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling