+1,253.6%
EMR vs RMBS
+1,284.9%
-31.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.4% |
| 7D | +2.8% | +10.3% | -7.5% | +1.6% |
| 30D | +3.7% | -10.7% | +14.4% | +4.7% |
| 3M | +2.0% | -17.2% | +19.2% | +3.7% |
| 6M | +22.1% | -39.0% | +61.1% | +27.5% |
| YTD | +27.2% | -10.5% | +37.7% | +25.6% |
| 1Y | +32.0% | -11.0% | +43.0% | +30.3% |
| 3Y | +103.3% | +31.3% | +71.9% | +86.5% |
| 5Y | +88.2% | +242.8% | -154.5% | +53.5% |
| 10Y | +280.4% | +536.9% | -256.5% | +189.0% |
| All | +1,253.6% | +1,284.9% | -31.3% | +656.1% |
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