-1.3%
U vs RMBS
+16.2%
-17.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +4.4% | +3.5% | +0.9% | +3.5% |
| 30D | -1.3% | -8.6% | +7.3% | +0.5% |
| 3M | +49.6% | -40.3% | +89.9% | +67.8% |
| 6M | +100.2% | -1.0% | +101.2% | +71.5% |
| YTD | -3.7% | -4.6% | +0.9% | -15.5% |
| All | -1.3% | +16.2% | -17.5% | -15.9% |
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 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