-22.9%
RMBS vs Q
+78.4%
-101.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.6% |
| 7D | +3.5% | +6.6% | -3.2% | -2.0% |
| 30D | -8.6% | -6.6% | -2.0% | -3.4% |
| 3M | -40.3% | -13.2% | -27.1% | -32.4% |
| 6M | -1.0% | +9.9% | -10.9% | -4.7% |
| YTD | -4.6% | +53.9% | -58.6% | -24.7% |
| All | -22.9% | +78.4% | -101.3% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling