-1.8%
RMBS vs EFX
-30.9%
+29.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +1.8% | -4.5% | +6.3% | +1.4% |
| 30D | -13.9% | -6.1% | -7.8% | -14.3% |
| 3M | -39.8% | +6.2% | -46.0% | -41.0% |
| 6M | -6.0% | -11.2% | +5.2% | -2.6% |
| YTD | -5.4% | -21.4% | +16.1% | +0.1% |
| 1Y | -1.8% | -34.3% | +32.5% | +4.9% |
| All | -1.8% | -30.9% | +29.1% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling