+36.4%
EWZ vs RMBS
+14.4%
+22.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | +5.6% | +3.0% | +2.6% | +5.3% |
| 30D | +9.3% | -14.4% | +23.7% | +10.7% |
| 3M | +15.7% | -42.8% | +58.5% | +21.1% |
| 6M | +7.4% | -1.4% | +8.8% | +3.9% |
| YTD | +22.7% | -5.4% | +28.1% | +18.5% |
| 1Y | +36.4% | +18.6% | +17.8% | +29.8% |
| All | +36.4% | +14.4% | +22.0% | +29.8% |
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 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