+181.6%
EWJ vs RMBS
+1,363.4%
-1,181.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +2.9% | +3.0% | -0.1% | +2.6% |
| 30D | +1.1% | -14.4% | +15.5% | +2.4% |
| 3M | +7.1% | -42.8% | +50.0% | +12.0% |
| 6M | +16.2% | -1.4% | +17.6% | +14.9% |
| YTD | +22.0% | -5.4% | +27.4% | +20.5% |
| 1Y | +26.2% | +18.6% | +7.6% | +21.6% |
| 3Y | +73.5% | +57.3% | +16.2% | +59.7% |
| 5Y | +52.7% | +265.7% | -213.0% | +30.1% |
| 10Y | +138.5% | +546.0% | -407.5% | +91.8% |
| All | +181.6% | +1,363.4% | -1,181.8% | +81.8% |
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