+62.4%
EWY vs RMBS
-18.2%
+80.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | +0.7% |
| 7D | -8.3% | -8.9% | +0.6% | -4.5% |
| 30D | -20.5% | -24.8% | +4.3% | -10.3% |
| 3M | -11.1% | -17.6% | +6.4% | -4.0% |
| 6M | -7.0% | -25.7% | +18.6% | +7.7% |
| YTD | +56.5% | -9.8% | +66.3% | +60.5% |
| 1Y | +62.4% | -17.4% | +79.8% | +69.3% |
| All | +62.4% | -18.2% | +80.6% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling