+45.8%
SLB vs RMBS
-18.4%
+64.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.8% |
| 7D | +3.5% | +10.3% | -6.8% | +2.4% |
| 30D | +6.5% | -10.7% | +17.2% | +7.4% |
| 3M | -0.2% | -17.2% | +17.0% | +1.0% |
| 6M | -5.7% | -39.0% | +33.3% | -1.3% |
| YTD | +36.8% | -10.5% | +47.4% | +30.2% |
| 1Y | +45.8% | -11.0% | +56.8% | +38.3% |
| All | +45.8% | -18.4% | +64.2% | +38.3% |
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