+35.3%
W vs RMBS
+56.5%
-21.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +5.9% | +3.5% | +2.4% | +4.5% |
| 30D | -3.0% | -8.6% | +5.6% | 0.0% |
| 3M | +40.3% | -40.3% | +80.7% | +67.5% |
| 6M | +32.2% | -1.0% | +33.2% | +22.0% |
| YTD | -0.3% | -4.6% | +4.3% | -9.4% |
| 1Y | +16.2% | +17.6% | -1.4% | -11.3% |
| All | +35.3% | +56.5% | -21.2% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling