+1,152.9%
RSP vs RMBS
+501.1%
+651.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | 0.0% |
| 7D | -0.3% | +3.0% | -3.3% | -1.0% |
| 30D | +4.4% | -15.5% | +20.0% | +6.4% |
| 3M | +1.3% | -11.5% | +12.7% | +2.0% |
| 6M | +10.0% | -36.5% | +46.5% | +14.6% |
| YTD | +17.6% | -7.1% | +24.7% | +13.4% |
| 1Y | +19.2% | -18.7% | +37.9% | +16.9% |
| 3Y | +66.0% | +36.2% | +29.9% | +43.4% |
| 5Y | +50.4% | +252.0% | -201.6% | +10.1% |
| 10Y | +215.7% | +561.2% | -345.5% | +106.7% |
| All | +1,152.9% | +501.1% | +651.8% | +542.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling