+209.5%
RF vs RMBS
+1,155.2%
-945.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.3% | -1.3% |
| 7D | -0.9% | -12.0% | +11.0% | +0.5% |
| 30D | +6.0% | -33.1% | +39.2% | +11.4% |
| 3M | -8.9% | -23.7% | +14.8% | -6.4% |
| 6M | +2.3% | -42.7% | +45.0% | +7.8% |
| YTD | +7.6% | -18.9% | +26.4% | +5.8% |
| 1Y | +21.2% | -30.0% | +51.2% | +21.3% |
| 3Y | +108.5% | +28.8% | +79.7% | +84.4% |
| 5Y | +43.2% | +210.5% | -167.3% | +10.3% |
| 10Y | +288.1% | +524.7% | -236.7% | +172.0% |
| All | +209.5% | +1,155.2% | -945.8% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling