+533.2%
XYZ vs RMBS
+679.7%
-146.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.3% |
| 7D | -1.0% | -0.3% | -0.6% | -0.8% |
| 30D | -1.7% | -12.2% | +10.5% | +3.3% |
| 3M | +16.7% | -49.5% | +66.3% | +50.8% |
| 6M | +26.9% | -7.1% | +34.0% | +14.9% |
| YTD | +27.1% | -7.0% | +34.1% | +11.3% |
| 1Y | +9.3% | +13.3% | -4.1% | -18.4% |
| 3Y | +42.3% | +49.2% | -7.0% | -23.6% |
| 5Y | -69.3% | +250.0% | -319.3% | -91.3% |
| 10Y | +586.8% | +495.1% | +91.7% | +18.0% |
| All | +533.2% | +679.7% | -146.5% | +2.7% |
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