-13.1%
SLB vs RMBS
+534.0%
-547.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.3% |
| 7D | +3.5% | +10.3% | -6.8% | +0.9% |
| 30D | +6.5% | -10.7% | +17.2% | +8.6% |
| 3M | -0.2% | -17.2% | +17.0% | +2.9% |
| 6M | -5.7% | -39.0% | +33.3% | +2.7% |
| YTD | +36.8% | -10.5% | +47.4% | +27.6% |
| 1Y | +45.8% | -11.0% | +56.8% | +35.5% |
| 3Y | +3.4% | +31.3% | -28.0% | -24.6% |
| 5Y | +76.1% | +242.8% | -166.6% | -25.8% |
| All | -13.1% | +534.0% | -547.1% | -75.0% |
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