+1,030.0%
RMBS vs IT
+612.8%
+417.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +6.0% | +3.3% |
| 7D | -0.3% | -6.0% | +5.7% | +2.2% |
| 30D | -12.2% | 0.0% | -12.2% | -13.1% |
| 3M | -49.5% | +13.1% | -62.6% | -54.7% |
| 6M | -7.1% | +11.7% | -18.8% | -18.4% |
| YTD | -7.0% | -26.1% | +19.1% | -2.0% |
| 1Y | +13.3% | -21.3% | +34.6% | +15.3% |
| 3Y | +49.2% | -46.7% | +96.0% | +79.3% |
| 5Y | +250.0% | -40.5% | +290.5% | +299.5% |
| 10Y | +495.1% | +103.9% | +391.2% | +268.0% |
| All | +1,030.0% | +612.8% | +417.2% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling