+640.9%
XLU vs RMBS
+239.2%
+401.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.2% |
| 7D | +0.6% | +3.5% | -2.8% | +0.5% |
| 30D | -0.4% | -8.6% | +8.2% | -0.1% |
| 3M | -1.7% | -40.3% | +38.6% | +0.3% |
| 6M | -7.1% | -1.0% | -6.1% | -8.0% |
| YTD | +1.9% | -4.6% | +6.5% | +0.9% |
| 1Y | +6.1% | +17.6% | -11.5% | +3.6% |
| 3Y | +48.8% | +58.6% | -9.9% | +40.9% |
| 5Y | +43.8% | +270.9% | -227.1% | +29.6% |
| 10Y | +143.2% | +569.1% | -425.9% | +110.8% |
| All | +640.9% | +239.2% | +401.8% | +461.3% |
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