+556.2%
T vs RMBS
+1,284.9%
-728.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.2% |
| 7D | +2.5% | +10.3% | -7.8% | +2.0% |
| 30D | -3.8% | -10.7% | +7.0% | -3.4% |
| 3M | -8.7% | -17.2% | +8.5% | -8.2% |
| 6M | -8.1% | -39.0% | +30.9% | -6.7% |
| YTD | -6.4% | -10.5% | +4.1% | -7.9% |
| 1Y | -9.8% | -11.0% | +1.2% | -11.3% |
| 3Y | +65.5% | +31.3% | +34.1% | +55.2% |
| 5Y | +57.0% | +242.8% | -185.8% | +36.7% |
| 10Y | +60.8% | +536.9% | -476.1% | +33.1% |
| All | +556.2% | +1,284.9% | -728.8% | +291.9% |
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 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