+45.4%
XLB vs RMBS
+37.1%
+8.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.2% |
| 7D | -1.6% | +3.0% | -4.6% | -2.0% |
| 30D | +7.2% | -15.5% | +22.8% | +8.5% |
| 3M | 0.0% | -11.5% | +11.5% | +0.5% |
| 6M | +2.3% | -36.5% | +38.8% | +5.3% |
| YTD | +18.4% | -7.1% | +25.5% | +14.8% |
| 1Y | +23.3% | -18.7% | +42.0% | +21.1% |
| All | +45.4% | +37.1% | +8.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling