+53.7%
RMBS vs EME
+252.2%
-198.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | -1.4% |
| 7D | +1.8% | +3.5% | -1.7% | -1.0% |
| 30D | -13.9% | -6.3% | -7.6% | -9.6% |
| 3M | -39.8% | -3.8% | -36.0% | -37.8% |
| 6M | -6.0% | +8.5% | -14.5% | -10.1% |
| YTD | -5.4% | +27.8% | -33.2% | -20.6% |
| 1Y | -1.8% | +22.2% | -24.0% | -16.3% |
| 3Y | +53.7% | +253.5% | -199.8% | -11.7% |
| All | +53.7% | +252.2% | -198.6% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling