+43.4%
XLK vs RMBS
+16.3%
+27.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +0.7% | -12.2% | +12.9% | +3.5% |
| 3M | -2.9% | -49.5% | +46.6% | +10.5% |
| 6M | +34.3% | -7.1% | +41.4% | +34.1% |
| YTD | +30.4% | -7.0% | +37.4% | +28.7% |
| 1Y | +43.4% | +13.3% | +30.0% | +39.7% |
| All | +43.4% | +16.3% | +27.1% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling