+412.9%
XLF vs RMBS
+239.2%
+173.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | -1.0% | +3.5% | -4.5% | -1.5% |
| 30D | -1.3% | -8.6% | +7.3% | -0.3% |
| 3M | +9.1% | -40.3% | +49.5% | +15.2% |
| 6M | +14.4% | -1.0% | +15.3% | +11.4% |
| YTD | +5.1% | -4.6% | +9.7% | +2.1% |
| 1Y | +8.6% | +17.6% | -8.9% | +1.7% |
| 3Y | +74.4% | +58.6% | +15.8% | +51.5% |
| 5Y | +64.4% | +270.9% | -206.6% | +26.2% |
| 10Y | +251.6% | +569.1% | -317.5% | +147.6% |
| All | +412.9% | +239.2% | +173.8% | +159.8% |
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