+67.2%
QLD vs RMBS
+208.7%
-141.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.0% | -4.4% | -0.9% |
| 7D | -10.3% | -12.0% | +1.7% | -4.7% |
| 30D | -26.1% | -33.1% | +7.1% | -10.1% |
| 3M | -17.8% | -23.7% | +5.9% | -7.4% |
| 6M | -15.6% | -42.7% | +27.1% | +6.8% |
| YTD | +5.4% | -18.9% | +24.3% | +1.6% |
| 1Y | +5.2% | -30.0% | +35.2% | +9.4% |
| 3Y | +139.4% | +28.8% | +110.6% | +44.9% |
| All | +67.2% | +208.7% | -141.6% | -63.1% |
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