-3.3%
XRT vs RMBS
+269.8%
-273.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -2.4% | +3.5% | -5.9% | -3.0% |
| 30D | -6.9% | -8.6% | +1.6% | -5.7% |
| 3M | -0.4% | -40.3% | +39.9% | +8.1% |
| 6M | +2.2% | -1.0% | +3.2% | -2.9% |
| YTD | -0.7% | -4.6% | +3.9% | -6.4% |
| 1Y | -2.0% | +17.6% | -19.6% | -14.0% |
| 3Y | +41.0% | +58.6% | -17.6% | +4.5% |
| 5Y | -3.3% | +270.9% | -274.2% | -57.0% |
| All | -3.3% | +269.8% | -273.1% | -57.0% |
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