+20.7%
XYZ vs RMBS
-40.4%
+61.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.2% | +1.6% |
| 7D | +12.1% | -12.0% | +24.1% | +12.1% |
| 30D | +12.4% | -33.1% | +45.5% | +13.0% |
| 3M | +8.2% | -23.7% | +31.9% | +8.4% |
| 6M | +20.7% | -42.7% | +63.4% | +25.5% |
| All | +20.7% | -40.4% | +61.1% | +25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling