+195.5%
W vs RMBS
+615.2%
-419.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -1.7% | +21.9% | -23.6% | -11.1% |
| 30D | +3.2% | -13.4% | +16.7% | +9.1% |
| 3M | +8.3% | -15.9% | +24.2% | +13.8% |
| 6M | +84.3% | -34.8% | +119.1% | +110.9% |
| YTD | +11.0% | -7.5% | +18.6% | -3.6% |
| 1Y | -0.2% | -16.9% | +16.7% | -9.3% |
| 3Y | +157.9% | +35.5% | +122.4% | +51.0% |
| 5Y | -56.8% | +254.2% | -311.0% | -86.2% |
| 10Y | +212.2% | +558.2% | -346.0% | -32.2% |
| All | +195.5% | +615.2% | -419.7% | -37.8% |
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 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