+998.7%
XLE vs RMBS
+212.5%
+786.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.7% | -8.4% | +1.7% | -6.1% |
| 30D | -4.4% | -24.9% | +20.4% | -2.2% |
| 3M | +4.0% | -15.8% | +19.8% | +5.0% |
| 6M | +13.2% | -37.5% | +50.7% | +16.2% |
| YTD | +41.9% | -12.1% | +54.0% | +38.8% |
| 1Y | +41.6% | -27.0% | +68.6% | +40.8% |
| 3Y | +64.0% | +28.8% | +35.2% | +49.6% |
| 5Y | +158.1% | +236.2% | -78.1% | +111.4% |
| 10Y | +163.9% | +546.6% | -382.6% | +102.3% |
| All | +998.7% | +212.5% | +786.3% | +597.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling