-4.5%
SLB vs RMBS
+28.3%
-32.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.0% | -6.4% | -0.5% |
| 7D | -7.1% | -12.0% | +4.8% | -5.6% |
| 30D | +4.1% | -33.1% | +37.2% | +9.9% |
| 3M | -2.6% | -23.7% | +21.1% | +0.3% |
| 6M | -8.6% | -42.7% | +34.1% | -2.5% |
| YTD | +32.2% | -18.9% | +51.1% | +29.1% |
| 1Y | +40.7% | -30.0% | +70.7% | +40.5% |
| 3Y | -4.5% | +28.8% | -33.3% | -20.9% |
| All | -4.5% | +28.3% | -32.8% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling