+96.4%
U vs RMBS
-39.1%
+135.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.2% | +8.5% | +5.4% |
| 7D | +2.6% | +10.3% | -7.8% | +2.1% |
| 30D | +27.6% | -10.7% | +38.3% | +28.8% |
| 3M | +15.3% | -17.2% | +32.5% | +17.0% |
| 6M | +96.4% | -39.0% | +135.4% | +99.1% |
| All | +96.4% | -39.1% | +135.5% | +99.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling