+5.5%
SO vs RMBS
-20.6%
+26.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | +0.5% |
| 7D | +0.8% | +3.0% | -2.2% | +1.0% |
| 30D | +7.8% | -15.5% | +23.3% | +7.2% |
| 3M | +2.9% | -11.5% | +14.4% | +2.7% |
| 6M | +2.5% | -36.5% | +39.0% | +1.2% |
| YTD | +10.3% | -7.1% | +17.4% | +9.9% |
| All | +5.5% | -20.6% | +26.1% | +5.0% |
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 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