+82.1%
QLD vs RMBS
+240.2%
-158.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.8% | -0.8% |
| 7D | +7.0% | +10.3% | -3.3% | +1.9% |
| 30D | -14.3% | -10.7% | -3.6% | -9.6% |
| 3M | -16.0% | -17.2% | +1.2% | -9.0% |
| 6M | -14.2% | -39.0% | +24.8% | +5.3% |
| YTD | +12.8% | -10.5% | +23.3% | +3.5% |
| 1Y | +14.1% | -11.0% | +25.0% | +4.4% |
| 3Y | +146.0% | +31.3% | +114.6% | +50.5% |
| All | +82.1% | +240.2% | -158.1% | -61.8% |
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