+136.0%
XLC vs RMBS
+508.7%
-372.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.6% |
| 7D | +3.7% | +10.3% | -6.6% | +1.8% |
| 30D | -1.9% | -10.7% | +8.8% | -0.6% |
| 3M | -3.1% | -17.2% | +14.1% | -1.0% |
| 6M | -6.4% | -39.0% | +32.7% | -0.8% |
| YTD | -6.8% | -10.5% | +3.7% | -12.9% |
| 1Y | -1.7% | -11.0% | +9.3% | -8.4% |
| 3Y | +64.7% | +31.3% | +33.4% | +26.2% |
| 5Y | +41.1% | +242.8% | -201.7% | -27.7% |
| All | +136.0% | +508.7% | -372.6% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling