+254.8%
SPOT vs RMBS
+554.8%
-300.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | -2.9% | +3.0% | -5.8% | -3.5% |
| 30D | +8.3% | -14.4% | +22.7% | +11.7% |
| 3M | +5.1% | -42.8% | +47.9% | +17.8% |
| 6M | -6.5% | -1.4% | -5.1% | -11.8% |
| YTD | -9.0% | -5.4% | -3.5% | -15.2% |
| 1Y | -26.4% | +18.6% | -45.0% | -38.0% |
| 3Y | +240.0% | +57.3% | +182.8% | +129.4% |
| 5Y | +111.7% | +265.7% | -154.0% | -6.7% |
| All | +254.8% | +554.8% | -300.0% | +7.6% |
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