+21.4%
XLB vs RMBS
-18.4%
+39.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | +0.5% | +10.3% | -9.8% | 0.0% |
| 30D | +5.2% | -10.7% | +15.9% | +5.6% |
| 3M | +0.3% | -17.2% | +17.5% | +1.0% |
| 6M | +1.2% | -39.0% | +40.2% | +3.5% |
| YTD | +16.6% | -10.5% | +27.2% | +13.6% |
| 1Y | +21.4% | -11.0% | +32.4% | +18.2% |
| All | +21.4% | -18.4% | +39.8% | +18.2% |
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