+31.0%
XLB vs RMBS
+249.4%
-218.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.4% |
| 7D | -1.6% | +3.0% | -4.6% | -2.2% |
| 30D | +7.2% | -15.5% | +22.8% | +9.0% |
| 3M | 0.0% | -11.5% | +11.5% | +0.7% |
| 6M | +2.3% | -36.5% | +38.8% | +6.3% |
| YTD | +18.4% | -7.1% | +25.5% | +13.6% |
| 1Y | +23.3% | -18.7% | +42.0% | +20.4% |
| 3Y | +45.2% | +36.2% | +9.0% | +21.3% |
| 5Y | +31.0% | +252.0% | -221.0% | -23.1% |
| All | +31.0% | +249.4% | -218.5% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling