+253.9%
XLI vs RMBS
+566.4%
-312.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.7% |
| 7D | -1.7% | +1.8% | -3.4% | -2.0% |
| 30D | -7.3% | -13.9% | +6.6% | -4.4% |
| 3M | -1.3% | -39.8% | +38.5% | +8.5% |
| 6M | +2.2% | -6.0% | +8.2% | -1.1% |
| YTD | +11.7% | -5.4% | +17.1% | +6.1% |
| 1Y | +14.3% | -1.8% | +16.1% | +5.6% |
| 3Y | +70.3% | +53.7% | +16.7% | +28.1% |
| 5Y | +82.3% | +268.5% | -186.2% | -5.1% |
| All | +253.9% | +566.4% | -312.5% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling