+254.2%
RMBS vs EL
-65.5%
+319.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.1% |
| 7D | +21.9% | +2.7% | +19.3% | +20.9% |
| 30D | -13.4% | +10.8% | -24.3% | -16.5% |
| 3M | -15.9% | +26.5% | -42.3% | -23.3% |
| 6M | -34.8% | +31.1% | -65.9% | -41.9% |
| YTD | -7.5% | +6.6% | -14.2% | -12.5% |
| 1Y | -16.9% | +21.8% | -38.7% | -25.3% |
| 3Y | +35.5% | +1.8% | +33.8% | +19.4% |
| 5Y | +254.2% | -65.6% | +319.8% | +431.1% |
| All | +254.2% | -65.5% | +319.7% | +431.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling