+240.6%
RMBS vs S
-49.1%
+289.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -8.4% | +1.4% | -9.8% | -8.4% |
| 30D | -24.9% | -10.8% | -14.0% | -22.4% |
| 3M | -15.8% | +5.4% | -21.2% | -17.5% |
| 6M | -37.5% | +41.2% | -78.7% | -43.8% |
| YTD | -12.1% | +56.2% | -68.3% | -23.9% |
| 1Y | -27.0% | +36.3% | -63.3% | -34.7% |
| 3Y | +28.8% | +49.4% | -20.6% | +11.7% |
| 5Y | +236.2% | -66.9% | +303.1% | +234.4% |
| All | +240.6% | -49.1% | +289.7% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling