+42.1%
U vs RMBS
-18.4%
+60.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.2% | +8.5% | +5.7% |
| 7D | +2.6% | +10.3% | -7.8% | +1.0% |
| 30D | +27.6% | -10.7% | +38.3% | +29.2% |
| 3M | +15.3% | -17.2% | +32.5% | +17.9% |
| 6M | +96.4% | -39.0% | +135.4% | +107.4% |
| YTD | +19.6% | -10.5% | +30.1% | +9.8% |
| 1Y | +42.1% | -11.0% | +53.1% | +30.5% |
| All | +42.1% | -18.4% | +60.5% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling