+181.3%
XLE vs RMBS
+557.5%
-376.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.7% |
| 7D | +0.3% | +3.5% | -3.1% | -0.3% |
| 30D | +8.5% | -8.6% | +17.1% | +10.0% |
| 3M | +14.6% | -40.3% | +54.9% | +23.8% |
| 6M | +17.6% | -1.0% | +18.5% | +11.0% |
| YTD | +48.1% | -4.6% | +52.7% | +38.5% |
| 1Y | +53.8% | +17.6% | +36.2% | +33.6% |
| 3Y | +56.2% | +58.6% | -2.4% | +13.9% |
| 5Y | +227.7% | +270.9% | -43.2% | +59.3% |
| 10Y | +181.3% | +569.1% | -387.8% | -0.7% |
| All | +181.3% | +557.5% | -376.2% | -0.7% |
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