+211.0%
RSP vs RMBS
+534.0%
-323.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | +2.4% | +10.3% | -8.0% | +0.4% |
| 30D | +4.3% | -10.7% | +15.0% | +5.8% |
| 3M | -0.3% | -17.2% | +16.9% | +1.9% |
| 6M | +9.8% | -39.0% | +48.8% | +16.9% |
| YTD | +16.8% | -10.5% | +27.3% | +10.3% |
| 1Y | +19.5% | -11.0% | +30.5% | +12.5% |
| 3Y | +65.1% | +31.3% | +33.8% | +28.5% |
| 5Y | +48.7% | +242.8% | -194.1% | -22.5% |
| All | +211.0% | +534.0% | -323.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling