+20.2%
RF vs RMBS
-27.4%
+47.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.3% | -6.1% | +1.8% |
| 7D | -0.1% | -3.9% | +3.8% | -0.1% |
| 30D | +7.0% | -24.9% | +31.9% | +8.1% |
| 3M | -7.0% | -20.5% | +13.4% | -6.4% |
| 6M | +6.8% | -37.5% | +44.3% | +8.0% |
| YTD | +9.9% | -12.1% | +22.0% | +4.5% |
| All | +20.2% | -27.4% | +47.6% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling