+2,072.8%
EQT vs RMBS
+1,337.5%
+735.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | -1.2% | +1.2% | -2.4% | -1.3% |
| 30D | +1.1% | -11.5% | +12.6% | +2.1% |
| 3M | +4.8% | -38.2% | +43.0% | +8.7% |
| 6M | -10.6% | -4.8% | -5.8% | -12.0% |
| YTD | +3.4% | -7.1% | +10.6% | +1.5% |
| 1Y | +8.7% | +10.7% | -2.0% | +4.1% |
| 3Y | +35.0% | +54.5% | -19.5% | +22.7% |
| 5Y | +204.2% | +261.7% | -57.4% | +154.8% |
| 10Y | +52.5% | +551.5% | -499.1% | +20.1% |
| All | +2,072.8% | +1,337.5% | +735.3% | +1,264.3% |
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