+240.5%
RMBS vs TECH
-41.0%
+281.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.3% | +0.1% | +10.2% | +10.3% |
| 30D | -10.7% | +0.5% | -11.3% | -10.9% |
| 3M | -17.2% | +1.1% | -18.3% | -17.6% |
| 6M | -39.0% | +62.8% | -101.9% | -51.0% |
| YTD | -10.5% | +24.5% | -35.0% | -21.0% |
| 1Y | -11.0% | +20.6% | -31.6% | -20.4% |
| 3Y | +31.3% | +29.5% | +1.9% | +7.4% |
| All | +240.5% | -41.0% | +281.5% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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