+39.3%
XLC vs RMBS
+258.2%
-218.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | -1.7% | +1.2% | -2.9% | -1.8% |
| 30D | +0.2% | -11.5% | +11.7% | +1.7% |
| 3M | +0.7% | -38.2% | +38.9% | +6.7% |
| 6M | -4.5% | -4.8% | +0.3% | -8.2% |
| YTD | -4.7% | -7.1% | +2.4% | -9.4% |
| 1Y | -1.5% | +10.7% | -12.2% | -11.2% |
| 3Y | +72.2% | +54.5% | +17.8% | +33.5% |
| 5Y | +39.3% | +261.7% | -222.3% | -27.2% |
| All | +39.3% | +258.2% | -218.8% | -27.2% |
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