+50.4%
EWJ vs RMBS
+265.4%
-215.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.9% |
| 7D | +0.3% | +1.8% | -1.5% | 0.0% |
| 30D | +0.8% | -13.9% | +14.7% | +3.1% |
| 3M | +7.5% | -39.8% | +47.3% | +15.4% |
| 6M | +15.6% | -6.0% | +21.6% | +13.5% |
| YTD | +22.7% | -5.4% | +28.1% | +19.0% |
| 1Y | +26.4% | -1.8% | +28.2% | +20.3% |
| 3Y | +72.5% | +53.7% | +18.9% | +42.6% |
| All | +50.4% | +265.4% | -215.0% | -2.6% |
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