+119.9%
XRT vs RMBS
+554.0%
-434.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | -3.6% | +1.2% | -4.8% | -3.9% |
| 30D | -6.7% | -11.5% | +4.8% | -4.3% |
| 3M | -1.4% | -38.2% | +36.8% | +8.7% |
| 6M | +1.7% | -4.8% | +6.5% | -3.7% |
| YTD | -1.5% | -7.1% | +5.6% | -8.0% |
| 1Y | -2.5% | +10.7% | -13.2% | -15.8% |
| 3Y | +39.9% | +54.5% | -14.6% | -2.2% |
| 5Y | -2.6% | +261.7% | -264.3% | -55.0% |
| All | +119.9% | +554.0% | -434.1% | -25.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling