+1,111.5%
XLI vs RMBS
+236.2%
+875.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +1.0% | +3.0% | -2.0% | +0.7% |
| 30D | -5.8% | -14.4% | +8.6% | -4.3% |
| 3M | +0.7% | -42.8% | +43.5% | +6.3% |
| 6M | +3.2% | -1.4% | +4.6% | +1.6% |
| YTD | +13.0% | -5.4% | +18.5% | +11.1% |
| 1Y | +16.8% | +18.6% | -1.8% | +11.2% |
| 3Y | +72.4% | +57.3% | +15.1% | +54.8% |
| 5Y | +82.8% | +265.7% | -182.9% | +48.6% |
| 10Y | +252.4% | +546.0% | -293.6% | +167.4% |
| All | +1,111.5% | +236.2% | +875.3% | +602.3% |
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