+78.3%
SO vs RMBS
+230.6%
-152.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.1% | -8.4% | +8.3% | -0.3% |
| 30D | +8.7% | -24.9% | +33.5% | +7.9% |
| 3M | +3.4% | -15.8% | +19.2% | +3.0% |
| 6M | +3.7% | -37.5% | +41.2% | +2.8% |
| YTD | +10.0% | -12.1% | +22.2% | +10.3% |
| 1Y | +6.6% | -27.0% | +33.6% | +6.5% |
| 3Y | +52.5% | +28.8% | +23.7% | +55.4% |
| All | +78.3% | +230.6% | -152.3% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling