+558.9%
RMBS vs ED
+108.5%
+450.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +1.8% | -0.8% | +2.5% | +1.8% |
| 30D | -13.9% | -0.4% | -13.5% | -13.9% |
| 3M | -39.8% | +0.5% | -40.3% | -39.8% |
| 6M | -6.0% | -3.1% | -2.9% | -6.0% |
| YTD | -5.4% | +9.8% | -15.2% | -6.1% |
| 1Y | -1.8% | +12.6% | -14.4% | -2.9% |
| 3Y | +53.7% | +31.4% | +22.3% | +44.5% |
| 5Y | +268.5% | +69.4% | +199.1% | +220.7% |
| All | +558.9% | +108.5% | +450.3% | +466.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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