+270.9%
RMBS vs ED
+66.4%
+204.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.5% |
| 7D | +3.5% | -0.2% | +3.6% | +3.4% |
| 30D | -8.6% | +1.9% | -10.5% | -7.7% |
| 3M | -40.3% | +1.9% | -42.2% | -39.5% |
| 6M | -1.0% | -2.3% | +1.3% | -0.5% |
| YTD | -4.6% | +10.9% | -15.5% | -0.1% |
| 1Y | +17.6% | +14.5% | +3.1% | +24.6% |
| 3Y | +58.6% | +33.4% | +25.3% | +65.5% |
| 5Y | +270.9% | +67.3% | +203.6% | +279.9% |
| All | +270.9% | +66.4% | +204.6% | +279.9% |
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