-62.1%
W vs RMBS
+260.2%
-322.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | -0.3% |
| 7D | +6.5% | +3.0% | +3.5% | +5.0% |
| 30D | -6.2% | -14.4% | +8.2% | +0.7% |
| 3M | +48.9% | -42.8% | +91.7% | +90.5% |
| 6M | +31.2% | -1.4% | +32.6% | +17.5% |
| YTD | -0.4% | -5.4% | +5.0% | -12.7% |
| 1Y | +14.8% | +18.6% | -3.7% | -19.8% |
| 3Y | +40.5% | +57.3% | -16.8% | -31.7% |
| 5Y | -62.1% | +265.7% | -327.8% | -92.8% |
| All | -62.1% | +260.2% | -322.4% | -92.8% |
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