+1,646.5%
QLD vs RMBS
+543.2%
+1,103.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -1.1% |
| 7D | +3.0% | +3.0% | 0.0% | +1.2% |
| 30D | -1.8% | -14.4% | +12.6% | +6.8% |
| 3M | -1.8% | -42.8% | +41.0% | +33.1% |
| 6M | +36.9% | -1.4% | +38.3% | +24.0% |
| YTD | +28.7% | -5.4% | +34.1% | +13.5% |
| 1Y | +41.9% | +18.6% | +23.3% | +1.4% |
| 3Y | +184.2% | +57.3% | +126.9% | +40.6% |
| 5Y | +122.1% | +265.7% | -143.6% | -48.6% |
| 10Y | +1,646.5% | +546.0% | +1,100.5% | +136.3% |
| All | +1,646.5% | +543.2% | +1,103.3% | +136.3% |
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