+558.9%
RMBS vs XME
+421.4%
+137.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.6% |
| 7D | +1.8% | -4.2% | +6.0% | +4.8% |
| 30D | -13.9% | -2.7% | -11.2% | -12.4% |
| 3M | -39.8% | -3.9% | -35.9% | -38.1% |
| 6M | -6.0% | -1.0% | -5.0% | -3.8% |
| YTD | -5.4% | +9.8% | -15.2% | -9.8% |
| 1Y | -1.8% | +32.5% | -34.4% | -17.1% |
| 3Y | +53.7% | +124.3% | -70.7% | -4.1% |
| 5Y | +268.5% | +165.8% | +102.7% | +102.7% |
| All | +558.9% | +421.4% | +137.5% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling