+513.3%
XRT vs RMBS
+273.7%
+239.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | -4.2% | -12.2% | +8.0% | -2.1% |
| 3M | +5.1% | -49.5% | +54.6% | +17.5% |
| 6M | +2.4% | -7.1% | +9.6% | -0.4% |
| YTD | +3.2% | -7.0% | +10.2% | -0.9% |
| 1Y | +1.5% | +13.3% | -11.8% | -7.7% |
| 3Y | +40.6% | +49.2% | -8.7% | +14.5% |
| 5Y | -1.0% | +250.0% | -250.9% | -33.2% |
| 10Y | +128.4% | +495.1% | -366.7% | +35.6% |
| All | +513.3% | +273.7% | +239.6% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling