+173.9%
XLE vs RMBS
+579.1%
-405.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +0.9% |
| 7D | -0.2% | +3.0% | -3.2% | -1.0% |
| 30D | -4.0% | -15.5% | +11.5% | -1.9% |
| 3M | +4.6% | -11.5% | +16.1% | +5.4% |
| 6M | +12.3% | -36.5% | +48.8% | +17.5% |
| YTD | +44.5% | -7.1% | +51.7% | +34.2% |
| 1Y | +42.4% | -18.7% | +61.1% | +35.6% |
| 3Y | +67.0% | +36.2% | +30.9% | +27.4% |
| 5Y | +161.9% | +252.0% | -90.1% | +27.4% |
| 10Y | +173.9% | +561.2% | -387.3% | -6.7% |
| All | +173.9% | +579.1% | -405.2% | -6.7% |
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 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