-23.8%
SPOT vs RMBS
+11.7%
-35.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -3.1% | +1.8% | -4.8% | -3.2% |
| 30D | +7.4% | -13.9% | +21.3% | +8.1% |
| 3M | +8.2% | -39.8% | +48.0% | +12.1% |
| 6M | +2.2% | -6.0% | +8.2% | +2.8% |
| YTD | -9.5% | -5.4% | -4.1% | -9.8% |
| 1Y | -23.8% | -1.8% | -22.0% | -26.4% |
| All | -23.8% | +11.7% | -35.6% | -26.4% |
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