+534.0%
RMBS vs COO
+41.1%
+492.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -4.0% | -3.5% |
| 7D | +10.3% | +0.5% | +9.9% | +10.1% |
| 30D | -10.7% | +14.2% | -24.9% | -16.0% |
| 3M | -17.2% | -18.2% | +1.0% | -11.0% |
| 6M | -39.0% | +5.3% | -44.4% | -43.0% |
| YTD | -10.5% | -23.6% | +13.0% | -1.8% |
| 1Y | -11.0% | -12.7% | +1.7% | -8.8% |
| 3Y | +31.3% | -24.2% | +55.5% | +37.8% |
| 5Y | +242.8% | -40.0% | +282.8% | +301.5% |
| All | +534.0% | +41.1% | +492.9% | +402.7% |
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