+1,477.5%
XLK vs RMBS
+239.2%
+1,238.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.3% | +3.5% | -1.1% | +1.7% |
| 30D | +0.8% | -8.6% | +9.4% | +2.4% |
| 3M | +4.1% | -40.3% | +44.4% | +13.3% |
| 6M | +34.8% | -1.0% | +35.7% | +32.3% |
| YTD | +30.8% | -4.6% | +35.4% | +28.0% |
| 1Y | +42.4% | +17.6% | +24.8% | +33.0% |
| 3Y | +121.8% | +58.6% | +63.2% | +90.8% |
| 5Y | +146.6% | +270.9% | -124.3% | +82.8% |
| 10Y | +804.3% | +569.1% | +235.2% | +502.8% |
| All | +1,477.5% | +239.2% | +1,238.4% | +548.6% |
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