+349.8%
EWZ vs RMBS
-25.3%
+375.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.3% | -0.4% |
| 7D | -1.5% | -12.0% | +10.5% | +0.2% |
| 30D | -24.5% | -33.1% | +8.6% | -20.2% |
| 3M | -10.7% | -23.7% | +13.0% | -8.0% |
| 6M | -19.1% | -42.7% | +23.6% | -14.1% |
| YTD | +1.6% | -18.9% | +20.5% | -0.1% |
| 1Y | +4.3% | -30.0% | +34.3% | +4.5% |
| 3Y | +19.0% | +28.8% | -9.8% | +2.2% |
| 5Y | +57.7% | +210.5% | -152.9% | +14.1% |
| 10Y | +51.3% | +524.7% | -473.4% | -3.0% |
| All | +349.8% | -25.3% | +375.1% | +134.0% |
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