-39.0%
RMBS vs EL
+33.1%
-72.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | +10.3% | +1.5% | +8.8% | +10.2% |
| 30D | -10.7% | +10.0% | -20.7% | -10.5% |
| 3M | -17.2% | +28.4% | -45.6% | -16.6% |
| 6M | -39.0% | +37.1% | -76.1% | -37.4% |
| All | -39.0% | +33.1% | -72.1% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling