+1,244.2%
EWY vs RMBS
+81.1%
+1,163.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +8.0% | +3.0% | +5.1% | +7.5% |
| 30D | +14.3% | -14.4% | +28.8% | +17.4% |
| 3M | +2.3% | -42.8% | +45.1% | +12.4% |
| 6M | +49.9% | -1.4% | +51.2% | +50.2% |
| YTD | +95.3% | -5.4% | +100.8% | +95.7% |
| 1Y | +161.7% | +18.6% | +143.2% | +151.1% |
| 3Y | +230.2% | +57.3% | +172.9% | +192.1% |
| 5Y | +148.1% | +265.7% | -117.6% | +90.5% |
| 10Y | +293.2% | +546.0% | -252.9% | +172.6% |
| All | +1,244.2% | +81.1% | +1,163.1% | +615.3% |
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 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