+48.3%
XLE vs RMBS
+16.3%
+32.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.8% |
| 7D | +2.2% | -0.3% | +2.6% | +2.2% |
| 30D | +11.8% | -12.2% | +23.9% | +11.5% |
| 3M | +9.8% | -49.5% | +59.4% | +8.9% |
| 6M | +15.6% | -7.1% | +22.7% | +14.8% |
| YTD | +45.3% | -7.0% | +52.3% | +43.1% |
| 1Y | +48.3% | +13.3% | +35.0% | +45.7% |
| All | +48.3% | +16.3% | +32.0% | +45.7% |
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