+1,059.0%
RMBS vs EFX
+1,267.2%
-208.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +1.9% |
| 7D | +3.5% | -9.4% | +12.8% | +8.5% |
| 30D | -8.6% | -6.9% | -1.7% | -6.1% |
| 3M | -40.3% | +0.1% | -40.4% | -42.8% |
| 6M | -1.0% | -17.3% | +16.3% | +3.5% |
| YTD | -4.6% | -21.8% | +17.2% | +2.8% |
| 1Y | +17.6% | -32.5% | +50.1% | +36.5% |
| 3Y | +58.6% | -12.3% | +71.0% | +56.1% |
| 5Y | +270.9% | -36.6% | +307.5% | +320.3% |
| 10Y | +569.1% | +41.0% | +528.1% | +339.7% |
| All | +1,059.0% | +1,267.2% | -208.2% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling