+152.3%
W vs RMBS
+554.0%
-401.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | -1.2% |
| 7D | +0.5% | +1.2% | -0.7% | -0.2% |
| 30D | -5.6% | -11.5% | +5.9% | +0.3% |
| 3M | +41.9% | -38.2% | +80.1% | +78.7% |
| 6M | +30.2% | -4.8% | +35.0% | +17.9% |
| YTD | -2.9% | -7.1% | +4.2% | -14.9% |
| 1Y | +11.6% | +10.7% | +0.9% | -19.7% |
| 3Y | +37.0% | +54.5% | -17.5% | -32.5% |
| 5Y | -62.8% | +261.7% | -324.5% | -90.8% |
| All | +152.3% | +554.0% | -401.7% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling