-34.8%
RMBS vs Q
-23.7%
-11.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +2.8% |
| 7D | +21.9% | +11.5% | +10.4% | +8.5% |
| 30D | -13.4% | -0.2% | -13.3% | -12.7% |
| 3M | -15.9% | -13.6% | -2.3% | -1.3% |
| 6M | -34.8% | -27.0% | -7.7% | -4.2% |
| All | -34.8% | -23.7% | -11.0% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling