+3,313.2%
V vs RMBS
+348.2%
+2,965.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | -8.4% | +9.0% | +1.6% |
| 30D | +9.7% | -24.9% | +34.6% | +13.8% |
| 3M | +17.3% | -15.8% | +33.1% | +18.8% |
| 6M | +33.2% | -37.5% | +70.7% | +38.5% |
| YTD | +21.3% | -12.1% | +33.4% | +16.1% |
| 1Y | +27.3% | -27.0% | +54.3% | +25.1% |
| 3Y | +76.1% | +28.8% | +47.3% | +47.0% |
| 5Y | +103.5% | +236.2% | -132.8% | +37.8% |
| 10Y | +454.5% | +546.6% | -92.1% | +225.5% |
| All | +3,313.2% | +348.2% | +2,965.0% | +1,446.1% |
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 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