+121.0%
QLD vs RMBS
+250.7%
-129.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -0.1% | -12.2% | +12.0% | +6.1% |
| 3M | -8.4% | -49.5% | +41.2% | +26.7% |
| 6M | +32.2% | -7.1% | +39.4% | +26.1% |
| YTD | +28.9% | -7.0% | +35.9% | +17.4% |
| 1Y | +43.8% | +13.3% | +30.5% | +10.8% |
| 3Y | +176.6% | +49.2% | +127.3% | +54.6% |
| All | +121.0% | +250.7% | -129.6% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling