+73.6%
XLF vs RMBS
+56.5%
+17.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -1.0% | +3.5% | -4.5% | -1.3% |
| 30D | -1.3% | -8.6% | +7.3% | -0.7% |
| 3M | +9.1% | -40.3% | +49.5% | +13.1% |
| 6M | +14.4% | -1.0% | +15.3% | +10.9% |
| YTD | +5.1% | -4.6% | +9.7% | +1.7% |
| 1Y | +8.6% | +17.6% | -8.9% | +1.4% |
| All | +73.6% | +56.5% | +17.1% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling