+996.9%
XEL vs RMBS
+1,363.4%
-366.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +1.5% |
| 7D | +1.3% | +3.0% | -1.6% | +1.2% |
| 30D | -1.5% | -14.4% | +12.9% | -1.0% |
| 3M | -0.2% | -42.8% | +42.6% | +1.7% |
| 6M | -5.4% | -1.4% | -4.0% | -6.2% |
| YTD | +5.6% | -5.4% | +11.1% | +4.7% |
| 1Y | +10.5% | +18.6% | -8.1% | +8.1% |
| 3Y | +49.2% | +57.3% | -8.1% | +42.0% |
| 5Y | +30.1% | +265.7% | -235.6% | +18.3% |
| 10Y | +146.7% | +546.0% | -399.3% | +116.3% |
| All | +996.9% | +1,363.4% | -366.5% | +718.7% |
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