-42.7%
RMBS vs PL
-66.1%
+23.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.4% | -3.4% | +1.1% |
| 7D | -12.0% | -6.8% | -5.1% | -8.1% |
| 30D | -33.1% | -29.3% | -3.8% | -19.5% |
| 3M | -23.7% | -44.8% | +21.1% | +3.5% |
| 6M | -42.7% | -68.4% | +25.7% | -1.7% |
| All | -42.7% | -66.1% | +23.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 6mo: compounded portfolio wealth divided by compounded PL 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…
6mo analysis · Full analysis span regression · 6 months rolling