+69.7%
V vs RMBS
+267.8%
-198.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -2.9% | +3.5% | -6.4% | -3.2% |
| 30D | +1.9% | -8.6% | +10.5% | +2.5% |
| 3M | +13.2% | -40.3% | +53.5% | +17.4% |
| 6M | +16.7% | -1.0% | +17.7% | +12.8% |
| YTD | +5.4% | -4.6% | +10.0% | +1.4% |
| 1Y | +7.7% | +17.6% | -9.9% | -0.8% |
| 3Y | +52.0% | +58.6% | -6.6% | +26.2% |
| All | +69.7% | +267.8% | -198.2% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling