+95.7%
QQQ vs RMBS
+265.4%
-169.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.4% |
| 7D | -0.6% | +1.8% | -2.3% | -1.0% |
| 30D | -1.2% | -13.9% | +12.7% | +2.4% |
| 3M | -0.2% | -39.8% | +39.6% | +11.9% |
| 6M | +17.9% | -6.0% | +23.9% | +14.2% |
| YTD | +16.6% | -5.4% | +22.0% | +10.4% |
| 1Y | +23.0% | -1.8% | +24.8% | +12.8% |
| 3Y | +92.9% | +53.7% | +39.3% | +39.6% |
| All | +95.7% | +265.4% | -169.7% | -13.8% |
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