-1.8%
RMBS vs XME
+34.9%
-36.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.8% |
| 7D | +1.8% | -4.2% | +6.0% | +6.0% |
| 30D | -13.9% | -2.7% | -11.2% | -11.8% |
| 3M | -39.8% | -3.9% | -35.9% | -37.8% |
| 6M | -6.0% | -1.0% | -5.0% | -3.7% |
| YTD | -5.4% | +9.8% | -15.2% | -11.6% |
| 1Y | -1.8% | +32.5% | -34.4% | -31.6% |
| All | -1.8% | +34.9% | -36.7% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling