+266.8%
RMBS vs IT
-42.9%
+309.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.4% | -0.1% |
| 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% | -47.0% |
| 6M | -6.0% | +12.0% | -18.0% | -16.8% |
| YTD | -5.4% | -28.8% | +23.5% | +8.8% |
| 1Y | -1.8% | -25.5% | +23.7% | +8.6% |
| 3Y | +53.7% | -48.8% | +102.4% | +117.0% |
| All | +266.8% | -42.9% | +309.7% | +361.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling