+195.6%
EQT vs RMBS
+258.6%
-63.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +1.1% | -11.5% | +12.6% | +2.6% |
| 3M | +4.8% | -38.2% | +43.0% | +11.1% |
| 6M | -10.6% | -4.8% | -5.8% | -14.4% |
| YTD | +3.4% | -7.1% | +10.6% | -2.0% |
| 1Y | +8.7% | +10.7% | -2.0% | -2.9% |
| 3Y | +35.0% | +54.5% | -19.5% | +3.6% |
| All | +195.6% | +258.6% | -63.0% | +54.1% |
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 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