-1.8%
RMBS vs VSXY
+184.3%
-186.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.0% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -13.9% | -18.7% | +4.8% | -9.1% |
| 3M | -39.8% | -4.0% | -35.8% | -40.4% |
| 6M | -6.0% | +67.5% | -73.5% | -25.1% |
| YTD | -5.4% | +39.7% | -45.0% | -20.8% |
| 1Y | -1.8% | +180.0% | -181.8% | -45.5% |
| All | -1.8% | +184.3% | -186.1% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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