+2,631.5%
SO vs RMBS
+1,337.6%
+1,293.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | +0.1% |
| 7D | +0.8% | +3.0% | -2.2% | +0.7% |
| 30D | +7.8% | -15.5% | +23.3% | +8.1% |
| 3M | +2.9% | -11.5% | +14.4% | +3.0% |
| 6M | +2.5% | -36.5% | +39.0% | +3.0% |
| YTD | +10.3% | -7.1% | +17.4% | +9.6% |
| 1Y | +6.4% | -18.7% | +25.0% | +6.0% |
| 3Y | +52.8% | +36.2% | +16.6% | +49.1% |
| 5Y | +78.7% | +252.0% | -173.3% | +69.2% |
| 10Y | +196.3% | +561.2% | -364.9% | +174.6% |
| All | +2,631.5% | +1,337.6% | +1,293.9% | +2,245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling