+69.8%
EWJ vs RMBS
+56.5%
+13.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +1.0% | +3.5% | -2.5% | +0.5% |
| 30D | +1.0% | -8.6% | +9.6% | +2.2% |
| 3M | +7.2% | -40.3% | +47.5% | +14.6% |
| 6M | +13.9% | -1.0% | +14.9% | +11.1% |
| YTD | +20.8% | -4.6% | +25.4% | +17.3% |
| 1Y | +26.4% | +17.6% | +8.8% | +17.0% |
| All | +69.8% | +56.5% | +13.3% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling