+1,030.0%
RMBS vs EL
+1,063.8%
-33.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.6% | +0.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | -12.2% | +19.8% | -32.0% | -18.5% |
| 3M | -49.5% | +25.7% | -75.2% | -54.1% |
| 6M | -7.1% | +5.4% | -12.6% | -11.1% |
| YTD | -7.0% | +0.2% | -7.2% | -10.0% |
| 1Y | +13.3% | +20.4% | -7.1% | +2.1% |
| 3Y | +49.2% | -32.1% | +81.4% | +54.7% |
| 5Y | +250.0% | -67.2% | +317.1% | +367.3% |
| 10Y | +495.1% | +31.7% | +463.4% | +372.7% |
| All | +1,030.0% | +1,063.8% | -33.8% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling