+270.9%
RMBS vs S
-71.9%
+342.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.5% | -1.2% | +4.7% | +3.8% |
| 30D | -8.6% | -12.6% | +4.0% | -5.7% |
| 3M | -40.3% | +27.6% | -67.9% | -44.9% |
| 6M | -1.0% | +35.5% | -36.5% | -11.2% |
| YTD | -4.6% | +29.6% | -34.2% | -13.6% |
| 1Y | +17.6% | +8.1% | +9.5% | +11.5% |
| 3Y | +58.6% | +14.8% | +43.9% | +46.3% |
| 5Y | +270.9% | -70.6% | +341.5% | +289.2% |
| All | +270.9% | -71.9% | +342.8% | +289.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling