-17.4%
RMBS vs COO
-7.7%
-9.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.9% | -11.9% | -5.2% |
| 7D | -8.9% | +8.4% | -17.4% | -7.9% |
| 30D | -24.8% | +13.5% | -38.3% | -23.6% |
| 3M | -17.6% | -13.8% | -3.8% | -17.9% |
| 6M | -25.7% | +4.7% | -30.4% | -27.3% |
| YTD | -9.8% | -21.4% | +11.6% | +4.1% |
| 1Y | -17.4% | -6.7% | -10.6% | -8.8% |
| All | -17.4% | -7.7% | -9.7% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling