+77.7%
SPY vs RMBS
+32.1%
+45.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.1% |
| 7D | +2.6% | +10.3% | -7.7% | +1.1% |
| 30D | -2.0% | -10.7% | +8.7% | -0.8% |
| 3M | -2.8% | -17.2% | +14.4% | -1.0% |
| 6M | +2.1% | -39.0% | +41.2% | +7.3% |
| YTD | +11.5% | -10.5% | +22.0% | +7.4% |
| 1Y | +13.5% | -11.0% | +24.4% | +9.1% |
| 3Y | +77.7% | +31.3% | +46.4% | +47.4% |
| All | +77.7% | +32.1% | +45.6% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling