+133.2%
XRT vs RMBS
+534.0%
-400.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.1% |
| 7D | +1.7% | +10.3% | -8.6% | -0.6% |
| 30D | +7.5% | -10.7% | +18.2% | +9.2% |
| 3M | +2.2% | -17.2% | +19.4% | +4.7% |
| 6M | +14.7% | -39.0% | +53.7% | +23.2% |
| YTD | +7.5% | -10.5% | +18.0% | -0.5% |
| 1Y | +14.1% | -11.0% | +25.1% | +5.3% |
| 3Y | +58.8% | +31.3% | +27.4% | +16.5% |
| 5Y | -3.9% | +242.8% | -246.7% | -55.7% |
| All | +133.2% | +534.0% | -400.8% | -24.7% |
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