+569.1%
RMBS vs COO
+36.7%
+532.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.2% | +7.1% | +3.6% |
| 7D | +3.5% | -9.0% | +12.4% | +7.6% |
| 30D | -8.6% | -16.8% | +8.2% | -1.3% |
| 3M | -40.3% | -7.5% | -32.8% | -39.1% |
| 6M | -1.0% | -16.3% | +15.3% | +5.1% |
| YTD | -4.6% | -22.5% | +17.9% | +5.4% |
| 1Y | +17.6% | -7.0% | +24.6% | +18.0% |
| 3Y | +58.6% | -27.5% | +86.1% | +72.6% |
| 5Y | +270.9% | -43.3% | +314.2% | +352.5% |
| 10Y | +569.1% | +37.6% | +531.5% | +449.0% |
| All | +569.1% | +36.7% | +532.3% | +449.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling