+54.9%
RMBS vs XME
+132.9%
-78.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.5% |
| 7D | +3.5% | -0.2% | +3.7% | +3.7% |
| 30D | -8.6% | +1.4% | -10.0% | -10.2% |
| 3M | -40.3% | +2.7% | -43.0% | -42.1% |
| 6M | -1.0% | +6.5% | -7.5% | -5.8% |
| YTD | -4.6% | +15.2% | -19.8% | -17.7% |
| 1Y | +17.6% | +43.5% | -25.9% | -21.0% |
| All | +54.9% | +132.9% | -78.1% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling