+1,030.0%
RMBS vs ED
+1,319.5%
-289.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.6% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | -12.2% | -0.1% | -12.0% | -12.2% |
| 3M | -49.5% | +3.9% | -53.5% | -50.2% |
| 6M | -7.1% | -3.0% | -4.1% | -7.3% |
| YTD | -7.0% | +10.7% | -17.7% | -9.9% |
| 1Y | +13.3% | +13.3% | 0.0% | +8.7% |
| 3Y | +49.2% | +34.5% | +14.8% | +33.3% |
| 5Y | +250.0% | +67.1% | +182.8% | +189.5% |
| 10Y | +495.1% | +103.0% | +392.1% | +350.5% |
| All | +1,030.0% | +1,319.5% | -289.5% | +379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling