+558.6%
QQQ vs RMBS
+566.4%
-7.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.3% |
| 7D | -0.6% | +1.8% | -2.3% | -1.1% |
| 30D | -1.2% | -13.9% | +12.7% | +2.9% |
| 3M | -0.2% | -39.8% | +39.6% | +14.0% |
| 6M | +17.9% | -6.0% | +23.9% | +13.5% |
| YTD | +16.6% | -5.4% | +22.0% | +9.3% |
| 1Y | +23.0% | -1.8% | +24.8% | +11.2% |
| 3Y | +92.9% | +53.7% | +39.3% | +34.4% |
| 5Y | +95.6% | +268.5% | -172.9% | -10.5% |
| All | +558.6% | +566.4% | -7.9% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling