+29.5%
XLB vs RMBS
-18.2%
+47.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.5% | +2.8% |
| 7D | +3.9% | -8.9% | +12.9% | +4.4% |
| 30D | +8.9% | -24.8% | +33.7% | +10.5% |
| 3M | +4.1% | -17.6% | +21.7% | +4.9% |
| 6M | +7.3% | -25.7% | +33.0% | +8.4% |
| YTD | +20.4% | -9.8% | +30.2% | +17.8% |
| 1Y | +29.5% | -17.4% | +46.9% | +27.0% |
| All | +29.5% | -18.2% | +47.7% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling