+987.3%
RMBS vs ED
+1,500.9%
-513.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.5% |
| 7D | +10.3% | +2.1% | +8.3% | +9.9% |
| 30D | -10.7% | +10.4% | -21.1% | -12.5% |
| 3M | -17.2% | +12.5% | -29.8% | -19.2% |
| 6M | -39.0% | +14.9% | -53.9% | -41.0% |
| YTD | -10.5% | +24.8% | -35.3% | -15.4% |
| 1Y | -11.0% | +23.8% | -34.8% | -15.8% |
| 3Y | +31.3% | +51.6% | -20.3% | +14.6% |
| 5Y | +242.8% | +86.4% | +156.3% | +178.0% |
| 10Y | +536.9% | +145.4% | +391.5% | +361.0% |
| All | +987.3% | +1,500.9% | -513.6% | +349.9% |
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 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