+62.6%
XYZ vs RMBS
+32.1%
+30.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.5% |
| 7D | -1.1% | +10.3% | -11.4% | -3.1% |
| 30D | +11.5% | -10.7% | +22.2% | +13.2% |
| 3M | +1.8% | -17.2% | +19.0% | +4.4% |
| 6M | +21.2% | -39.0% | +60.2% | +29.6% |
| YTD | +29.9% | -10.5% | +40.5% | +20.2% |
| 1Y | +35.8% | -11.0% | +46.7% | +24.9% |
| 3Y | +62.6% | +31.3% | +31.3% | +20.2% |
| All | +62.6% | +32.1% | +30.5% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling