+7,443.4%
QLD vs RMBS
+241.4%
+7,202.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.0% | -4.4% | -0.2% |
| 7D | -10.3% | -12.0% | +1.7% | -5.8% |
| 30D | -26.1% | -33.1% | +7.1% | -13.6% |
| 3M | -17.8% | -23.7% | +5.9% | -9.5% |
| 6M | -15.6% | -42.7% | +27.1% | +2.3% |
| YTD | +5.4% | -18.9% | +24.3% | +5.7% |
| 1Y | +5.2% | -30.0% | +35.2% | +11.3% |
| 3Y | +139.4% | +28.8% | +110.6% | +86.4% |
| 5Y | +66.7% | +210.5% | -143.8% | -6.3% |
| 10Y | +1,422.1% | +524.7% | +897.3% | +589.7% |
| All | +7,443.4% | +241.4% | +7,202.0% | +2,270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling