+270.9%
RMBS vs EL
-68.4%
+339.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +1.9% |
| 7D | +3.5% | -2.4% | +5.8% | +4.3% |
| 30D | -8.6% | +13.7% | -22.3% | -13.4% |
| 3M | -40.3% | +14.5% | -54.8% | -43.6% |
| 6M | -1.0% | +7.4% | -8.4% | -5.7% |
| YTD | -4.6% | -4.7% | +0.1% | -5.9% |
| 1Y | +17.6% | +12.9% | +4.6% | +8.4% |
| 3Y | +58.6% | -32.2% | +90.9% | +64.2% |
| 5Y | +270.9% | -68.4% | +339.3% | +454.2% |
| All | +270.9% | -68.4% | +339.3% | +454.2% |
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