+17.6%
RMBS vs COO
-7.1%
+24.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.2% | +7.1% | +0.7% |
| 7D | +3.5% | -9.0% | +12.4% | +3.3% |
| 30D | -8.6% | -16.8% | +8.2% | -8.8% |
| 3M | -40.3% | -7.5% | -32.8% | -41.0% |
| 6M | -1.0% | -16.3% | +15.3% | +6.5% |
| YTD | -4.6% | -22.5% | +17.9% | +6.8% |
| 1Y | +17.6% | -7.0% | +24.6% | +21.0% |
| All | +17.6% | -7.1% | +24.6% | +21.0% |
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 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