+179.2%
XLE vs RMBS
+534.0%
-354.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.5% |
| 7D | +5.4% | +10.3% | -4.9% | +3.6% |
| 30D | -3.9% | -10.7% | +6.8% | -2.7% |
| 3M | +7.0% | -17.2% | +24.2% | +9.1% |
| 6M | +14.2% | -39.0% | +53.2% | +20.3% |
| YTD | +48.2% | -10.5% | +58.7% | +38.4% |
| 1Y | +47.7% | -11.0% | +58.7% | +37.5% |
| 3Y | +70.0% | +31.3% | +38.7% | +30.4% |
| 5Y | +169.1% | +242.8% | -73.6% | +31.1% |
| All | +179.2% | +534.0% | -354.8% | -4.4% |
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