-27.1%
RKT vs RMBS
+494.9%
-521.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | -6.3% | +1.8% | -8.0% | -6.6% |
| 30D | -6.2% | -13.9% | +7.7% | -3.5% |
| 3M | -1.9% | -39.8% | +37.9% | +7.6% |
| 6M | -13.0% | -6.0% | -7.0% | -15.4% |
| YTD | -31.9% | -5.4% | -26.6% | -34.9% |
| 1Y | -37.6% | -1.8% | -35.7% | -41.8% |
| 3Y | +36.8% | +53.7% | -16.8% | +6.8% |
| 5Y | -9.7% | +268.5% | -278.3% | -49.3% |
| All | -27.1% | +494.9% | -521.9% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling