+239.8%
RF vs RMBS
+536.4%
-296.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +0.3% | -8.4% | +8.8% | +2.0% |
| 30D | +6.2% | -24.9% | +31.0% | +12.9% |
| 3M | -7.8% | -15.8% | +7.9% | -5.7% |
| 6M | +5.9% | -37.5% | +43.4% | +13.6% |
| YTD | +9.0% | -12.1% | +21.2% | 0.0% |
| 1Y | +19.3% | -27.0% | +46.2% | +15.2% |
| 3Y | +116.4% | +28.8% | +87.6% | +52.3% |
| 5Y | +46.0% | +236.2% | -190.2% | -41.7% |
| 10Y | +239.8% | +546.6% | -306.8% | -11.6% |
| All | +239.8% | +536.4% | -296.6% | -11.6% |
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 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