+1,023.6%
RMBS vs COO
+2,373.3%
-1,349.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +21.9% | -2.1% | +24.0% | +22.8% |
| 30D | -13.4% | +13.9% | -27.4% | -17.6% |
| 3M | -15.9% | -18.9% | +3.1% | -10.7% |
| 6M | -34.8% | +3.7% | -38.5% | -37.6% |
| YTD | -7.5% | -24.1% | +16.6% | -0.7% |
| 1Y | -16.9% | -14.2% | -2.7% | -14.8% |
| 3Y | +35.5% | -24.5% | +60.0% | +41.9% |
| 5Y | +254.2% | -40.4% | +294.6% | +300.4% |
| 10Y | +558.2% | +40.5% | +517.6% | +449.2% |
| All | +1,023.6% | +2,373.3% | -1,349.7% | +367.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling