-11.0%
RMBS vs EL
+23.3%
-34.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | +10.3% | +1.5% | +8.8% | +10.0% |
| 30D | -10.7% | +10.0% | -20.7% | -12.4% |
| 3M | -17.2% | +28.4% | -45.6% | -21.9% |
| 6M | -39.0% | +37.1% | -76.1% | -44.0% |
| YTD | -10.5% | +7.8% | -18.3% | -14.6% |
| 1Y | -11.0% | +26.0% | -37.0% | -21.1% |
| All | -11.0% | +23.3% | -34.3% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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