-5.4%
RKT vs RMBS
+240.2%
-245.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.6% |
| 7D | -9.0% | +10.3% | -19.3% | -10.8% |
| 30D | +30.2% | -10.7% | +40.9% | +31.8% |
| 3M | -8.8% | -17.2% | +8.4% | -6.7% |
| 6M | -0.9% | -39.0% | +38.1% | +6.3% |
| YTD | -29.2% | -10.5% | -18.7% | -33.0% |
| 1Y | -20.1% | -11.0% | -9.1% | -24.4% |
| 3Y | +81.3% | +31.3% | +50.0% | +41.6% |
| All | -5.4% | +240.2% | -245.6% | -58.7% |
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