+261.5%
RF vs RMBS
+571.2%
-309.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.3% | -6.1% | +0.1% |
| 7D | -0.1% | -3.9% | +3.8% | +0.2% |
| 30D | +7.0% | -24.9% | +31.9% | +13.8% |
| 3M | -7.0% | -20.5% | +13.4% | -3.4% |
| 6M | +6.8% | -37.5% | +44.3% | +14.5% |
| YTD | +9.9% | -12.1% | +22.0% | +0.8% |
| 1Y | +21.1% | -25.0% | +46.1% | +16.0% |
| 3Y | +119.6% | +36.1% | +83.5% | +51.0% |
| 5Y | +46.2% | +236.1% | -190.0% | -41.6% |
| 10Y | +261.5% | +541.3% | -279.8% | -4.9% |
| All | +261.5% | +571.2% | -309.6% | -4.9% |
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