+132.2%
XRT vs RMBS
+555.1%
-422.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | -0.4% | +21.9% | -22.4% | -4.9% |
| 30D | +7.5% | -13.4% | +21.0% | +10.0% |
| 3M | +2.3% | -15.9% | +18.2% | +4.6% |
| 6M | +12.8% | -34.8% | +47.6% | +19.3% |
| YTD | +7.1% | -7.5% | +14.6% | -1.6% |
| 1Y | +12.3% | -16.9% | +29.1% | +5.7% |
| 3Y | +57.0% | +35.5% | +21.5% | +14.5% |
| 5Y | -4.3% | +254.2% | -258.5% | -56.2% |
| All | +132.2% | +555.1% | -422.9% | -25.6% |
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