-39.0%
U vs RMBS
+504.8%
-543.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.6% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +17.5% | -12.2% | +29.6% | +23.5% |
| 3M | +38.7% | -49.5% | +88.3% | +81.3% |
| 6M | +104.4% | -7.1% | +111.6% | +81.5% |
| YTD | -5.7% | -7.0% | +1.3% | -17.5% |
| 1Y | +3.7% | +13.3% | -9.7% | -20.5% |
| 3Y | +12.3% | +49.2% | -36.9% | -37.5% |
| 5Y | -68.8% | +250.0% | -318.8% | -92.4% |
| All | -39.0% | +504.8% | -543.9% | -91.0% |
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