+266.4%
RMBS vs XME
+170.7%
+95.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.3% |
| 7D | +10.3% | +0.3% | +10.0% | +10.3% |
| 30D | -10.7% | -6.1% | -4.6% | -6.6% |
| 3M | -17.2% | -18.6% | +1.4% | -5.6% |
| 6M | -39.0% | -23.9% | -15.1% | -26.8% |
| YTD | -10.5% | -9.3% | -1.2% | -2.7% |
| 1Y | -11.0% | +1.8% | -12.7% | -9.4% |
| 3Y | +31.3% | +93.0% | -61.7% | -4.5% |
| 5Y | +242.8% | +107.0% | +135.8% | +133.8% |
| 10Y | +536.9% | +266.9% | +270.0% | +194.5% |
| All | +266.4% | +170.7% | +95.7% | +82.7% |
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