-23.4%
RMBS vs Q
+79.8%
-103.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | -0.2% |
| 7D | +1.8% | +4.9% | -3.2% | -2.3% |
| 30D | -13.9% | -11.0% | -2.9% | -5.2% |
| 3M | -39.8% | -15.2% | -24.6% | -30.6% |
| 6M | -6.0% | +8.8% | -14.8% | -9.1% |
| YTD | -5.4% | +55.1% | -60.4% | -25.7% |
| All | -23.4% | +79.8% | -103.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling