+203.4%
W vs RMBS
+618.5%
-415.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | -1.1% |
| 7D | -7.4% | +3.0% | -10.4% | -9.3% |
| 30D | +7.8% | -15.5% | +23.3% | +15.2% |
| 3M | +10.9% | -11.5% | +22.4% | +13.4% |
| 6M | +86.4% | -36.5% | +123.0% | +116.4% |
| YTD | +14.0% | -7.1% | +21.1% | -1.2% |
| 1Y | +3.5% | -18.7% | +22.2% | -4.8% |
| 3Y | +164.8% | +36.2% | +128.6% | +54.6% |
| 5Y | -53.1% | +252.0% | -305.1% | -85.0% |
| 10Y | +220.4% | +561.2% | -340.8% | -30.5% |
| All | +203.4% | +618.5% | -415.2% | -36.3% |
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 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