+577.6%
XYZ vs RMBS
+636.7%
-59.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.7% | +0.2% |
| 7D | +14.9% | -3.9% | +18.8% | +15.4% |
| 30D | +14.7% | -24.9% | +39.5% | +26.5% |
| 3M | +12.1% | -20.5% | +32.6% | +19.0% |
| 6M | +18.3% | -37.5% | +55.8% | +31.3% |
| YTD | +36.1% | -12.1% | +48.2% | +18.1% |
| 1Y | +35.3% | -25.0% | +60.3% | +25.8% |
| 3Y | +73.5% | +36.1% | +37.4% | -4.4% |
| 5Y | -61.6% | +236.1% | -297.8% | -89.4% |
| 10Y | +638.0% | +541.3% | +96.7% | +21.0% |
| All | +577.6% | +636.7% | -59.1% | +9.0% |
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