+164.2%
XLB vs RMBS
+534.0%
-369.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.4% |
| 7D | +0.5% | +10.3% | -9.8% | -1.4% |
| 30D | +5.2% | -10.7% | +15.9% | +6.6% |
| 3M | +0.3% | -17.2% | +17.5% | +2.6% |
| 6M | +1.2% | -39.0% | +40.2% | +7.7% |
| YTD | +16.6% | -10.5% | +27.2% | +10.2% |
| 1Y | +21.4% | -11.0% | +32.4% | +14.4% |
| 3Y | +43.2% | +31.3% | +11.9% | +11.0% |
| 5Y | +28.0% | +242.8% | -214.7% | -33.9% |
| All | +164.2% | +534.0% | -369.8% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling