+571.9%
RMBS vs ELF
+357.0%
+214.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.8% |
| 7D | -0.3% | +5.4% | -5.7% | -1.6% |
| 30D | -12.2% | +27.0% | -39.1% | -17.2% |
| 3M | -49.5% | +113.2% | -162.7% | -58.1% |
| 6M | -7.1% | +36.6% | -43.7% | -15.0% |
| YTD | -7.0% | +44.2% | -51.2% | -16.5% |
| 1Y | +13.3% | -18.0% | +31.3% | +13.6% |
| 3Y | +49.2% | -19.9% | +69.2% | +39.5% |
| 5Y | +250.0% | +257.7% | -7.7% | +129.8% |
| All | +571.9% | +357.0% | +214.9% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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