+25.6%
QQQ vs RMBS
+16.3%
+9.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +0.2% | -12.2% | +12.4% | +2.2% |
| 3M | -2.8% | -49.5% | +46.7% | +6.5% |
| 6M | +18.0% | -7.1% | +25.1% | +17.5% |
| YTD | +17.3% | -7.0% | +24.3% | +15.6% |
| 1Y | +25.6% | +13.3% | +12.2% | +22.6% |
| All | +25.6% | +16.3% | +9.3% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling