-7.1%
RMBS vs COO
-15.8%
+8.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +0.7% |
| 7D | -0.3% | -2.2% | +1.9% | -1.3% |
| 30D | -12.2% | -7.0% | -5.2% | -14.6% |
| 3M | -49.5% | +12.2% | -61.7% | -48.4% |
| 6M | -7.1% | -15.1% | +8.0% | +25.3% |
| All | -7.1% | -15.8% | +8.6% | +25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling