+72.6%
SPY vs RMBS
+240.2%
-167.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.2% |
| 7D | +2.6% | +10.3% | -7.7% | +0.9% |
| 30D | -2.0% | -10.7% | +8.7% | -0.6% |
| 3M | -2.8% | -17.2% | +14.4% | -0.6% |
| 6M | +2.1% | -39.0% | +41.2% | +8.3% |
| YTD | +11.5% | -10.5% | +22.0% | +6.6% |
| 1Y | +13.5% | -11.0% | +24.4% | +8.3% |
| 3Y | +77.7% | +31.3% | +46.4% | +44.3% |
| All | +72.6% | +240.2% | -167.7% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling