-0.2%
W vs RMBS
-20.9%
+20.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -1.7% | +21.9% | -23.6% | -6.5% |
| 30D | +3.2% | -13.4% | +16.7% | +6.3% |
| 3M | +8.3% | -15.9% | +24.2% | +11.6% |
| 6M | +84.3% | -34.8% | +119.1% | +97.0% |
| YTD | +11.0% | -7.5% | +18.6% | +3.9% |
| 1Y | -0.2% | -16.9% | +16.7% | -5.3% |
| All | -0.2% | -20.9% | +20.7% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling