+51.2%
XLE vs RMBS
+16.2%
+35.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.9% |
| 7D | +0.3% | +3.5% | -3.1% | +0.4% |
| 30D | +8.5% | -8.6% | +17.1% | +8.3% |
| 3M | +14.6% | -40.3% | +54.9% | +13.8% |
| 6M | +17.6% | -1.0% | +18.5% | +16.8% |
| YTD | +48.1% | -4.6% | +52.7% | +46.1% |
| All | +51.2% | +16.2% | +35.0% | +50.0% |
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