-29.0%
EW vs RMBS
+266.6%
-295.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.7% |
| 7D | -4.4% | +3.0% | -7.4% | -4.8% |
| 30D | -3.3% | -14.4% | +11.1% | -1.7% |
| 3M | +1.0% | -42.8% | +43.9% | +7.4% |
| 6M | +6.2% | -1.4% | +7.6% | +2.6% |
| YTD | +1.7% | -5.4% | +7.2% | -2.3% |
| 1Y | +8.1% | +18.6% | -10.5% | -2.1% |
| 3Y | +17.1% | +57.3% | -40.2% | -7.1% |
| All | -29.0% | +266.6% | -295.6% | -62.6% |
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 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