+987.3%
RMBS vs IT
+634.7%
+352.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +10.3% | +1.1% | +9.3% | +9.9% |
| 30D | -10.7% | -1.8% | -8.9% | -11.3% |
| 3M | -17.2% | +4.8% | -22.0% | -21.9% |
| 6M | -39.0% | +33.0% | -72.0% | -51.2% |
| YTD | -10.5% | -23.8% | +13.3% | -9.7% |
| 1Y | -11.0% | -16.5% | +5.5% | -14.1% |
| 3Y | +31.3% | -53.6% | +85.0% | +63.5% |
| 5Y | +242.8% | -42.1% | +284.9% | +285.4% |
| 10Y | +536.9% | +90.1% | +446.9% | +295.4% |
| All | +987.3% | +634.7% | +352.6% | +141.3% |
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 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