-81.1%
RIG vs RMBS
+1,376.2%
-1,457.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.0% |
| 7D | -8.2% | +3.5% | -11.7% | -8.6% |
| 30D | -0.2% | -8.6% | +8.4% | +0.8% |
| 3M | -2.7% | -40.3% | +37.6% | +2.9% |
| 6M | -7.5% | -1.0% | -6.5% | -10.1% |
| YTD | +38.3% | -4.6% | +42.9% | +34.2% |
| 1Y | +81.8% | +17.6% | +64.3% | +70.7% |
| 3Y | -30.2% | +58.6% | -88.8% | -38.3% |
| 5Y | +59.9% | +270.9% | -211.0% | +26.9% |
| 10Y | -41.9% | +569.1% | -611.0% | -56.4% |
| All | -81.1% | +1,376.2% | -1,457.3% | -89.2% |
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 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