+45.3%
SO vs RMBS
+55.1%
-9.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +1.1% |
| 7D | +1.0% | +3.0% | -1.9% | +1.2% |
| 30D | -3.2% | -14.4% | +11.2% | -3.8% |
| 3M | -1.7% | -42.8% | +41.1% | -3.7% |
| 6M | -7.2% | -1.4% | -5.8% | -6.5% |
| YTD | +4.6% | -5.4% | +10.0% | +5.4% |
| 1Y | +1.2% | +18.6% | -17.4% | +3.4% |
| 3Y | +45.3% | +57.3% | -12.0% | +51.3% |
| All | +45.3% | +55.1% | -9.8% | +51.3% |
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 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