+7,594.5%
EW vs RMBS
+1.8%
+7,592.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +4.9% | +21.9% | -17.0% | +3.1% |
| 30D | +24.1% | -13.4% | +37.5% | +25.2% |
| 3M | +13.7% | -15.9% | +29.6% | +14.7% |
| 6M | +32.7% | -34.8% | +67.5% | +35.7% |
| YTD | +24.1% | -7.5% | +31.6% | +21.3% |
| 1Y | +23.6% | -16.9% | +40.5% | +21.8% |
| 3Y | +64.8% | +35.5% | +29.2% | +50.6% |
| 5Y | -8.8% | +254.2% | -263.0% | -24.3% |
| 10Y | +248.8% | +558.2% | -309.4% | +172.2% |
| All | +7,594.5% | +1.8% | +7,592.8% | +5,183.7% |
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