-39.0%
RMBS vs EAT
+46.7%
-85.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | +10.3% | -4.0% | +14.3% | +10.3% |
| 30D | -10.7% | -2.9% | -7.8% | -10.5% |
| 3M | -17.2% | -16.9% | -0.3% | -17.1% |
| 6M | -39.0% | +57.0% | -96.0% | -44.2% |
| All | -39.0% | +46.7% | -85.7% | -44.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling