+271.4%
RMBS vs EFX
-37.1%
+308.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.7% |
| 7D | +3.5% | -9.4% | +12.8% | +7.3% |
| 30D | -8.6% | -6.9% | -1.7% | -6.7% |
| 3M | -40.3% | +0.1% | -40.4% | -42.4% |
| 6M | -1.0% | -17.3% | +16.3% | +3.9% |
| YTD | -4.6% | -21.8% | +17.2% | +2.9% |
| 1Y | +17.6% | -32.5% | +50.1% | +36.4% |
| 3Y | +58.6% | -12.3% | +71.0% | +57.9% |
| All | +271.4% | -37.1% | +308.5% | +319.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling