+13.3%
RMBS vs EME
+19.7%
-6.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.1% |
| 7D | -0.3% | +1.9% | -2.2% | -1.9% |
| 30D | -12.2% | -8.3% | -3.9% | -5.7% |
| 3M | -49.5% | -10.7% | -38.8% | -43.6% |
| 6M | -7.1% | +1.9% | -9.0% | -5.3% |
| YTD | -7.0% | +23.5% | -30.5% | -18.8% |
| 1Y | +13.3% | +18.0% | -4.6% | -8.7% |
| All | +13.3% | +19.7% | -6.3% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling