+64.2%
T vs RMBS
+269.8%
-205.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -1.7% |
| 7D | -3.1% | +3.5% | -6.5% | -3.0% |
| 30D | +4.6% | -8.6% | +13.2% | +4.3% |
| 3M | +12.2% | -40.3% | +52.5% | +10.8% |
| 6M | -6.5% | -1.0% | -5.5% | -6.3% |
| YTD | +4.9% | -4.6% | +9.5% | +5.0% |
| 1Y | -10.5% | +17.6% | -28.1% | -10.4% |
| 3Y | +104.6% | +58.6% | +45.9% | +102.7% |
| 5Y | +64.2% | +270.9% | -206.7% | +38.9% |
| All | +64.2% | +269.8% | -205.6% | +38.9% |
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