+558.9%
RMBS vs IT
+103.1%
+455.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | -0.2% |
| 7D | +1.8% | -3.7% | +5.4% | +3.0% |
| 30D | -13.9% | +0.1% | -14.0% | -14.8% |
| 3M | -39.8% | +20.7% | -60.5% | -47.3% |
| 6M | -6.0% | +12.0% | -18.0% | -17.1% |
| YTD | -5.4% | -28.8% | +23.5% | +4.4% |
| 1Y | -1.8% | -25.5% | +23.7% | +5.0% |
| 3Y | +53.7% | -48.8% | +102.4% | +99.6% |
| 5Y | +268.5% | -42.7% | +311.3% | +348.8% |
| All | +558.9% | +103.1% | +455.8% | +368.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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