-3.5%
RMBS vs EL
+15.0%
-18.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +0.9% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | -12.2% | +19.8% | -32.0% | -14.4% |
| 3M | -49.5% | +25.7% | -75.2% | -51.1% |
| All | -3.5% | +15.0% | -18.4% | -7.9% |
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