+56.2%
RIG vs RMBS
+265.4%
-209.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.2% |
| 7D | -3.1% | +1.8% | -4.8% | -3.5% |
| 30D | -0.5% | -13.9% | +13.4% | +2.7% |
| 3M | -6.0% | -39.8% | +33.8% | +4.2% |
| 6M | -10.1% | -6.0% | -4.1% | -16.7% |
| YTD | +37.3% | -5.4% | +42.6% | +24.5% |
| 1Y | +73.9% | -1.8% | +75.7% | +53.3% |
| 3Y | -30.2% | +53.7% | -83.8% | -51.5% |
| All | +56.2% | +265.4% | -209.2% | -27.3% |
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