+57.3%
RMBS vs S
+13.8%
+43.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +2.5% |
| 7D | +3.0% | -5.8% | +8.8% | +5.1% |
| 30D | -14.4% | -9.2% | -5.2% | -12.2% |
| 3M | -42.8% | +23.4% | -66.2% | -48.3% |
| 6M | -1.4% | +36.9% | -38.3% | -16.4% |
| YTD | -5.4% | +29.5% | -35.0% | -18.2% |
| 1Y | +18.6% | +5.4% | +13.1% | +11.2% |
| 3Y | +57.3% | +14.7% | +42.6% | +25.8% |
| All | +57.3% | +13.8% | +43.5% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling