-4.8%
RMBS vs QSR
+6.4%
-11.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.9% |
| 7D | +1.2% | -4.7% | +5.9% | -0.7% |
| 30D | -11.5% | +4.3% | -15.8% | -9.8% |
| 3M | -38.2% | +5.4% | -43.7% | -36.2% |
| 6M | -4.8% | +8.2% | -12.9% | -0.2% |
| All | -4.8% | +6.4% | -11.2% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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