+54.9%
RMBS vs IT
-52.2%
+107.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | +3.5% | -9.1% | +12.6% | +5.7% |
| 30D | -8.6% | -12.2% | +3.6% | -6.1% |
| 3M | -40.3% | +7.8% | -48.1% | -43.0% |
| 6M | -1.0% | +2.0% | -3.0% | -5.3% |
| YTD | -4.6% | -32.7% | +28.1% | +12.8% |
| 1Y | +17.6% | -31.1% | +48.7% | +36.0% |
| All | +54.9% | -52.2% | +107.0% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling