+124.6%
XLP vs RMBS
+512.9%
-388.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.0% | -8.2% | -1.6% |
| 7D | +0.7% | -12.0% | +12.7% | +1.2% |
| 30D | +10.3% | -33.1% | +43.4% | +12.2% |
| 3M | +6.5% | -23.7% | +30.2% | +7.5% |
| 6M | +8.4% | -42.7% | +51.1% | +10.3% |
| YTD | +18.2% | -18.9% | +37.1% | +15.8% |
| 1Y | +22.4% | -30.0% | +52.4% | +21.2% |
| 3Y | +41.9% | +28.8% | +13.1% | +27.1% |
| 5Y | +40.9% | +210.5% | -169.7% | +4.6% |
| All | +124.6% | +512.9% | -388.3% | +36.5% |
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