+44.8%
XLP vs RMBS
+32.1%
+12.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.3% |
| 7D | +2.5% | +10.3% | -7.8% | +2.8% |
| 30D | +7.3% | -10.7% | +18.0% | +7.1% |
| 3M | +8.1% | -17.2% | +25.3% | +7.8% |
| 6M | +10.5% | -39.0% | +49.5% | +9.8% |
| YTD | +21.2% | -10.5% | +31.7% | +20.6% |
| 1Y | +22.7% | -11.0% | +33.7% | +22.1% |
| 3Y | +44.8% | +31.3% | +13.5% | +42.0% |
| All | +44.8% | +32.1% | +12.7% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling