+31.3%
RMBS vs ED
+50.2%
-18.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -1.7% |
| 7D | +10.3% | +2.1% | +8.3% | +12.9% |
| 30D | -10.7% | +10.4% | -21.1% | +0.3% |
| 3M | -17.2% | +12.5% | -29.8% | -4.8% |
| 6M | -39.0% | +14.9% | -53.9% | -27.2% |
| YTD | -10.5% | +24.8% | -35.3% | +15.3% |
| 1Y | -11.0% | +23.8% | -34.8% | +14.7% |
| 3Y | +31.3% | +51.6% | -20.3% | +71.4% |
| All | +31.3% | +50.2% | -18.8% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling