+336.7%
RF vs RMBS
+543.2%
-206.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.6% |
| 7D | +2.7% | +3.0% | -0.3% | +1.9% |
| 30D | -3.4% | -14.4% | +11.1% | +0.3% |
| 3M | +6.4% | -42.8% | +49.2% | +20.9% |
| 6M | +13.4% | -1.4% | +14.8% | +5.0% |
| YTD | +14.2% | -5.4% | +19.7% | +4.7% |
| 1Y | +15.7% | +18.6% | -2.9% | -5.2% |
| 3Y | +91.3% | +57.3% | +34.1% | +25.8% |
| 5Y | +89.8% | +265.7% | -175.9% | -24.7% |
| 10Y | +336.7% | +546.0% | -209.3% | +18.2% |
| All | +336.7% | +543.2% | -206.5% | +18.2% |
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