-0.6%
XLC vs RMBS
+16.3%
-16.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +1.0% | -12.2% | +13.2% | +1.3% |
| 3M | -0.7% | -49.5% | +48.8% | +1.2% |
| 6M | -5.1% | -7.1% | +2.0% | -7.0% |
| YTD | -4.3% | -7.0% | +2.7% | -6.8% |
| 1Y | -0.6% | +13.3% | -13.9% | -4.9% |
| All | -0.6% | +16.3% | -16.8% | -4.9% |
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 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