+548.6%
XRT vs RMBS
+253.1%
+295.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +4.1% | -8.4% | +12.5% | +5.4% |
| 30D | +9.9% | -24.9% | +34.8% | +14.9% |
| 3M | +2.3% | -15.8% | +18.0% | +4.0% |
| 6M | +9.6% | -37.5% | +47.1% | +15.5% |
| YTD | +9.1% | -12.1% | +21.3% | +4.6% |
| 1Y | +16.2% | -27.0% | +43.2% | +15.1% |
| 3Y | +60.1% | +28.8% | +31.2% | +33.2% |
| 5Y | -0.5% | +236.2% | -236.7% | -33.3% |
| 10Y | +145.1% | +546.6% | -401.5% | +42.2% |
| All | +548.6% | +253.1% | +295.5% | +196.8% |
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