+1,030.0%
RMBS vs EAT
+5,656.1%
-4,626.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -0.3% | 0.0% | -0.4% | -0.4% |
| 30D | -12.2% | +1.9% | -14.0% | -12.9% |
| 3M | -49.5% | +68.7% | -118.2% | -57.2% |
| 6M | -7.1% | +66.9% | -74.0% | -21.5% |
| YTD | -7.0% | +60.4% | -67.4% | -20.7% |
| 1Y | +13.3% | +44.0% | -30.7% | -1.7% |
| 3Y | +49.2% | +604.7% | -555.4% | -21.2% |
| 5Y | +250.0% | +347.0% | -97.1% | +99.1% |
| 10Y | +495.1% | +390.8% | +104.4% | +163.1% |
| All | +1,030.0% | +5,656.1% | -4,626.1% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling