+604.5%
XYZ vs RMBS
+557.5%
+47.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.2% |
| 7D | -3.7% | +3.5% | -7.2% | -5.2% |
| 30D | +0.5% | -8.6% | +9.1% | +4.0% |
| 3M | +16.3% | -40.3% | +56.6% | +40.2% |
| 6M | +21.1% | -1.0% | +22.1% | +6.2% |
| YTD | +22.0% | -4.6% | +26.6% | +5.3% |
| 1Y | +5.2% | +17.6% | -12.4% | -23.3% |
| 3Y | +49.6% | +58.6% | -9.1% | -23.8% |
| 5Y | -68.4% | +270.9% | -339.4% | -91.8% |
| 10Y | +604.5% | +569.1% | +35.4% | +6.6% |
| All | +604.5% | +557.5% | +47.0% | +6.6% |
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