+558.9%
RMBS vs EAT
+374.9%
+183.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +1.8% | -7.7% | +9.5% | +3.6% |
| 30D | -13.9% | -13.6% | -0.3% | -11.1% |
| 3M | -39.8% | +33.9% | -73.7% | -44.3% |
| 6M | -6.0% | +47.2% | -53.2% | -15.6% |
| YTD | -5.4% | +48.1% | -53.4% | -15.2% |
| 1Y | -1.8% | +33.7% | -35.5% | -10.9% |
| 3Y | +53.7% | +595.8% | -542.1% | -5.7% |
| 5Y | +268.5% | +314.4% | -45.9% | +141.8% |
| All | +558.9% | +374.9% | +183.9% | +247.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling