+28.4%
XLY vs RMBS
+265.4%
-237.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | -1.7% | +1.8% | -3.5% | -2.1% |
| 30D | -4.2% | -13.9% | +9.7% | -1.4% |
| 3M | -2.7% | -39.8% | +37.1% | +6.6% |
| 6M | -0.6% | -6.0% | +5.4% | -4.6% |
| YTD | -5.0% | -5.4% | +0.3% | -10.7% |
| 1Y | -4.1% | -1.8% | -2.3% | -12.6% |
| 3Y | +33.6% | +53.7% | -20.1% | -2.7% |
| All | +28.4% | +265.4% | -237.0% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling