+536.2%
XRT vs RMBS
+271.5%
+264.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.8% |
| 7D | -0.4% | +21.9% | -22.4% | -4.1% |
| 30D | +7.5% | -13.4% | +21.0% | +9.5% |
| 3M | +2.3% | -15.9% | +18.2% | +4.1% |
| 6M | +12.8% | -34.8% | +47.6% | +18.1% |
| YTD | +7.1% | -7.5% | +14.6% | +1.6% |
| 1Y | +12.3% | -16.9% | +29.1% | +8.4% |
| 3Y | +57.0% | +35.5% | +21.5% | +29.4% |
| 5Y | -4.3% | +254.2% | -258.5% | -36.5% |
| 10Y | +136.7% | +558.2% | -421.5% | +36.7% |
| All | +536.2% | +271.5% | +264.7% | +188.3% |
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