+287.2%
RMBS vs XME
+246.2%
+41.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.0% |
| 7D | +3.0% | +3.6% | -0.7% | +0.8% |
| 30D | -14.4% | +3.6% | -18.0% | -16.3% |
| 3M | -42.8% | +1.2% | -44.1% | -43.0% |
| 6M | -1.4% | +9.0% | -10.4% | -4.7% |
| YTD | -5.4% | +15.9% | -21.4% | -12.0% |
| 1Y | +18.6% | +43.2% | -24.6% | -2.1% |
| 3Y | +57.3% | +137.4% | -80.1% | +0.1% |
| 5Y | +265.7% | +185.0% | +80.7% | +104.0% |
| 10Y | +546.0% | +409.5% | +136.5% | +143.4% |
| All | +287.2% | +246.2% | +41.1% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling