+240.5%
RMBS vs XME
+108.0%
+132.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -1.9% |
| 7D | +10.3% | +0.3% | +10.0% | +10.2% |
| 30D | -10.7% | -6.1% | -4.6% | -5.0% |
| 3M | -17.2% | -18.6% | +1.4% | -0.9% |
| 6M | -39.0% | -23.9% | -15.1% | -22.0% |
| YTD | -10.5% | -9.3% | -1.2% | -0.3% |
| 1Y | -11.0% | +1.8% | -12.7% | -9.3% |
| 3Y | +31.3% | +93.0% | -61.7% | -13.7% |
| All | +240.5% | +108.0% | +132.5% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling