-45.9%
SE vs RMBS
+11.7%
-57.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | -5.2% | +1.8% | -7.0% | -5.4% |
| 30D | -17.1% | -13.9% | -3.2% | -15.9% |
| 3M | +24.0% | -39.8% | +63.8% | +30.3% |
| 6M | +21.0% | -6.0% | +27.0% | +14.2% |
| YTD | -16.7% | -5.4% | -11.4% | -21.5% |
| 1Y | -45.9% | -1.8% | -44.1% | -48.8% |
| All | -45.9% | +11.7% | -57.6% | -48.8% |
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 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