+159.8%
XLB vs RMBS
+566.4%
-406.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -2.8% | +1.8% | -4.6% | -3.2% |
| 30D | -3.1% | -13.9% | +10.8% | -0.4% |
| 3M | -0.2% | -39.8% | +39.6% | +8.8% |
| 6M | +3.1% | -6.0% | +9.1% | -0.6% |
| YTD | +13.3% | -5.4% | +18.6% | +7.3% |
| 1Y | +12.0% | -1.8% | +13.9% | +3.1% |
| 3Y | +31.4% | +53.7% | -22.3% | -1.9% |
| 5Y | +33.9% | +268.5% | -234.6% | -30.8% |
| All | +159.8% | +566.4% | -406.6% | -0.4% |
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