+263.6%
EMR vs RMBS
+554.0%
-290.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.6% |
| 7D | -1.2% | +1.2% | -2.4% | -1.6% |
| 30D | -9.4% | -11.5% | +2.0% | -6.5% |
| 3M | +8.6% | -38.2% | +46.8% | +22.3% |
| 6M | +6.7% | -4.8% | +11.4% | +2.1% |
| YTD | +13.1% | -7.1% | +20.2% | +7.3% |
| 1Y | +12.7% | +10.7% | +2.1% | -1.5% |
| 3Y | +58.1% | +54.5% | +3.6% | +12.2% |
| 5Y | +63.6% | +261.7% | -198.0% | -24.9% |
| All | +263.6% | +554.0% | -290.4% | +17.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling