+432.5%
EWZ vs RMBS
-14.3%
+446.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +6.5% | -0.3% | +6.8% | +6.5% |
| 30D | +4.8% | -12.2% | +17.0% | +6.8% |
| 3M | +9.9% | -49.5% | +59.4% | +21.0% |
| 6M | +1.9% | -7.1% | +9.1% | 0.0% |
| YTD | +20.3% | -7.0% | +27.3% | +17.0% |
| 1Y | +35.6% | +13.3% | +22.3% | +26.1% |
| 3Y | +43.4% | +49.2% | -5.8% | +21.3% |
| 5Y | +55.9% | +250.0% | -194.0% | +11.9% |
| 10Y | +84.2% | +495.1% | -411.0% | +19.9% |
| All | +432.5% | -14.3% | +446.8% | +174.1% |
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