-0.3%
SPOT vs RMBS
-18.2%
+17.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.0% | +10.6% | +4.5% |
| 7D | +16.6% | -8.9% | +25.5% | +16.4% |
| 30D | +29.9% | -24.8% | +54.8% | +30.0% |
| 3M | +31.3% | -17.6% | +48.8% | +31.3% |
| 6M | +43.2% | -25.7% | +68.9% | +42.2% |
| YTD | +8.1% | -9.8% | +17.9% | +9.2% |
| 1Y | -0.3% | -17.4% | +17.1% | +0.9% |
| All | -0.3% | -18.2% | +17.9% | +0.9% |
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 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