+820.5%
XLB vs RMBS
+230.7%
+589.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.5% |
| 7D | -1.4% | -0.3% | -1.0% | -1.4% |
| 30D | -0.4% | -12.2% | +11.8% | +0.8% |
| 3M | +2.0% | -49.5% | +51.5% | +8.4% |
| 6M | +1.8% | -7.1% | +9.0% | +0.7% |
| YTD | +16.6% | -7.0% | +23.6% | +14.6% |
| 1Y | +16.9% | +13.3% | +3.6% | +11.7% |
| 3Y | +32.6% | +49.2% | -16.7% | +19.6% |
| 5Y | +35.6% | +250.0% | -214.3% | +11.1% |
| 10Y | +160.0% | +495.1% | -335.1% | +99.8% |
| All | +820.5% | +230.7% | +589.8% | +460.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling