+260.0%
RMBS vs S
-56.9%
+316.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -11.5% | -11.8% | +0.3% | -9.0% |
| 3M | -38.2% | +33.9% | -72.1% | -43.5% |
| 6M | -4.8% | +40.1% | -44.9% | -14.9% |
| YTD | -7.1% | +32.1% | -39.2% | -15.9% |
| 1Y | +10.7% | +11.0% | -0.4% | +4.5% |
| 3Y | +54.5% | +16.9% | +37.5% | +42.5% |
| 5Y | +261.7% | -68.9% | +330.6% | +272.4% |
| All | +260.0% | -56.9% | +316.9% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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