-16.9%
RMBS vs S
+29.4%
-46.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | +0.9% |
| 7D | +21.9% | +4.1% | +17.9% | +20.9% |
| 30D | -13.4% | -7.2% | -6.3% | -12.1% |
| 3M | -15.9% | 0.0% | -15.8% | -14.8% |
| 6M | -34.8% | +41.6% | -76.4% | -37.9% |
| YTD | -7.5% | +48.6% | -56.1% | -15.3% |
| 1Y | -16.9% | +30.0% | -46.9% | -22.4% |
| All | -16.9% | +29.4% | -46.3% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling