+90.1%
RF vs RMBS
+250.7%
-160.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | +1.3% | -0.3% | +1.7% | +1.4% |
| 30D | -3.6% | -12.2% | +8.6% | -1.8% |
| 3M | +8.1% | -49.5% | +57.6% | +19.4% |
| 6M | +11.5% | -7.1% | +18.6% | +7.2% |
| YTD | +15.6% | -7.0% | +22.6% | +9.6% |
| 1Y | +15.7% | +13.3% | +2.3% | +2.7% |
| 3Y | +86.9% | +49.2% | +37.6% | +45.5% |
| All | +90.1% | +250.7% | -160.6% | +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 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