+1,143.3%
RSP vs RMBS
+468.6%
+674.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.3% | -6.1% | +1.1% |
| 7D | +0.4% | -3.9% | +4.3% | +0.7% |
| 30D | +3.7% | -24.9% | +28.6% | +7.5% |
| 3M | +0.8% | -20.5% | +21.2% | +3.1% |
| 6M | +9.1% | -37.5% | +46.6% | +14.0% |
| YTD | +16.7% | -12.1% | +28.9% | +13.5% |
| 1Y | +19.7% | -25.0% | +44.7% | +18.7% |
| 3Y | +66.7% | +36.1% | +30.6% | +43.9% |
| 5Y | +48.7% | +236.1% | -187.4% | +9.5% |
| 10Y | +215.6% | +541.3% | -325.7% | +107.6% |
| All | +1,143.3% | +468.6% | +674.7% | +542.8% |
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