+6,438.2%
EW vs RMBS
+2.3%
+6,435.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +1.0% | -12.2% | +13.2% | +2.1% |
| 3M | +2.8% | -49.5% | +52.3% | +8.4% |
| 6M | +5.5% | -7.1% | +12.6% | +4.3% |
| YTD | +5.5% | -7.0% | +12.5% | +3.6% |
| 1Y | +11.0% | +13.3% | -2.3% | +6.3% |
| 3Y | +17.7% | +49.2% | -31.5% | +7.1% |
| 5Y | -25.7% | +250.0% | -275.7% | -37.9% |
| 10Y | +132.8% | +495.1% | -362.3% | +83.9% |
| All | +6,438.2% | +2.3% | +6,435.8% | +4,413.8% |
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