-48.0%
SE vs RMBS
-20.9%
-27.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.5% | +21.9% | -23.4% | -3.3% |
| 30D | -22.3% | -13.4% | -8.9% | -21.6% |
| 3M | -41.8% | -15.9% | -26.0% | -41.2% |
| 6M | -22.4% | -34.8% | +12.4% | -20.3% |
| YTD | -41.6% | -7.5% | -34.1% | -45.8% |
| 1Y | -48.0% | -16.9% | -31.1% | -51.3% |
| All | -48.0% | -20.9% | -27.1% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling