+1,138.9%
EMR vs RMBS
+1,339.3%
-200.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -5.6% | -12.2% | +6.5% | -4.3% |
| 3M | +7.9% | -49.5% | +57.5% | +16.1% |
| 6M | +6.0% | -7.1% | +13.2% | +5.3% |
| YTD | +16.4% | -7.0% | +23.4% | +15.1% |
| 1Y | +16.6% | +13.3% | +3.3% | +11.8% |
| 3Y | +62.9% | +49.2% | +13.6% | +47.8% |
| 5Y | +60.1% | +250.0% | -189.9% | +30.9% |
| 10Y | +268.7% | +495.1% | -226.4% | +182.9% |
| All | +1,138.9% | +1,339.3% | -200.5% | +592.6% |
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 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