+103.1%
XLP vs RMBS
+494.7%
-391.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -0.9% | -12.2% | +11.3% | -0.3% |
| 3M | +3.8% | -49.5% | +53.3% | +7.5% |
| 6M | -1.7% | -7.1% | +5.4% | -3.3% |
| YTD | +10.3% | -7.0% | +17.3% | +7.8% |
| 1Y | +7.8% | +13.3% | -5.5% | +2.5% |
| 3Y | +27.2% | +49.2% | -22.0% | +12.9% |
| 5Y | +32.5% | +250.0% | -217.4% | -1.9% |
| All | +103.1% | +494.7% | -391.6% | +29.0% |
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