-17.4%
RMBS vs EAT
+109.8%
-127.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.3% | -12.3% | -6.6% |
| 7D | -8.9% | -0.1% | -8.8% | -8.9% |
| 30D | -24.8% | +13.5% | -38.4% | -26.1% |
| 3M | -17.6% | +1.0% | -18.6% | -18.0% |
| 6M | -25.7% | +57.3% | -82.9% | -32.8% |
| YTD | -9.8% | +53.6% | -63.4% | -17.6% |
| 1Y | -17.4% | +110.8% | -128.2% | -19.2% |
| All | -17.4% | +109.8% | -127.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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