+240.5%
RMBS vs ED
+85.1%
+155.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -2.5% |
| 7D | +10.3% | +2.1% | +8.3% | +11.6% |
| 30D | -10.7% | +10.4% | -21.1% | -5.4% |
| 3M | -17.2% | +12.5% | -29.8% | -11.3% |
| 6M | -39.0% | +14.9% | -53.9% | -33.5% |
| YTD | -10.5% | +24.8% | -35.3% | +0.5% |
| 1Y | -11.0% | +23.8% | -34.8% | 0.0% |
| 3Y | +31.3% | +51.6% | -20.3% | +46.6% |
| All | +240.5% | +85.1% | +155.4% | +267.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling