+64.3%
XLF vs RMBS
+265.4%
-201.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -1.5% | +1.8% | -3.2% | -1.7% |
| 30D | -1.2% | -13.9% | +12.7% | +0.3% |
| 3M | +9.2% | -39.8% | +49.0% | +14.6% |
| 6M | +16.3% | -6.0% | +22.3% | +12.9% |
| YTD | +5.4% | -5.4% | +10.8% | +1.3% |
| 1Y | +7.6% | -1.8% | +9.4% | +1.6% |
| 3Y | +74.2% | +53.7% | +20.5% | +44.1% |
| All | +64.3% | +265.4% | -201.2% | +2.0% |
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 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