+225.7%
XLE vs RMBS
+260.2%
-34.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | 0.0% | +3.0% | -3.0% | -0.2% |
| 30D | +12.6% | -14.4% | +27.1% | +13.8% |
| 3M | +11.8% | -42.8% | +54.7% | +16.2% |
| 6M | +16.1% | -1.4% | +17.5% | +12.7% |
| YTD | +46.9% | -5.4% | +52.3% | +41.9% |
| 1Y | +53.3% | +18.6% | +34.7% | +42.1% |
| 3Y | +54.9% | +57.3% | -2.3% | +32.2% |
| 5Y | +225.7% | +265.7% | -40.0% | +137.1% |
| All | +225.7% | +260.2% | -34.5% | +137.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling