+65.8%
EMR vs RMBS
+269.8%
-204.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.9% | +3.5% | -2.5% | +0.2% |
| 30D | -5.0% | -8.6% | +3.6% | -3.2% |
| 3M | +5.9% | -40.3% | +46.2% | +17.2% |
| 6M | +7.3% | -1.0% | +8.3% | +3.1% |
| YTD | +14.6% | -4.6% | +19.2% | +9.7% |
| 1Y | +15.6% | +17.6% | -1.9% | +3.3% |
| 3Y | +60.2% | +58.6% | +1.5% | +24.4% |
| 5Y | +65.8% | +270.9% | -205.1% | -12.7% |
| All | +65.8% | +269.8% | -204.0% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling