+54.9%
RMBS vs EAT
+587.9%
-533.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.8% |
| 7D | +3.5% | -6.8% | +10.3% | +5.5% |
| 30D | -8.6% | -5.4% | -3.2% | -7.5% |
| 3M | -40.3% | +42.8% | -83.1% | -47.0% |
| 6M | -1.0% | +56.5% | -57.5% | -15.4% |
| YTD | -4.6% | +50.0% | -54.6% | -17.7% |
| 1Y | +17.6% | +38.3% | -20.7% | +3.8% |
| All | +54.9% | +587.9% | -533.0% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling