+108.2%
T vs RMBS
+55.1%
+53.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.2% |
| 7D | -1.5% | +3.0% | -4.5% | -1.3% |
| 30D | +7.6% | -14.4% | +22.0% | +6.6% |
| 3M | +15.3% | -42.8% | +58.1% | +12.2% |
| 6M | -8.5% | -1.4% | -7.1% | -7.6% |
| YTD | +6.8% | -5.4% | +12.2% | +7.7% |
| 1Y | -7.2% | +18.6% | -25.8% | -5.2% |
| 3Y | +108.2% | +57.3% | +51.0% | +119.2% |
| All | +108.2% | +55.1% | +53.1% | +119.2% |
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