-6.4%
XLC vs RMBS
-39.1%
+32.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.0% |
| 7D | +3.7% | +10.3% | -6.6% | +3.8% |
| 30D | -1.9% | -10.7% | +8.8% | -2.2% |
| 3M | -3.1% | -17.2% | +14.1% | -3.5% |
| 6M | -6.4% | -39.0% | +32.7% | -7.1% |
| All | -6.4% | -39.1% | +32.7% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling