+1,059.0%
RMBS vs EME
+23,280.5%
-22,221.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.1% |
| 7D | +3.5% | +2.7% | +0.7% | +2.1% |
| 30D | -8.6% | -6.8% | -1.8% | -5.4% |
| 3M | -40.3% | -8.8% | -31.5% | -37.3% |
| 6M | -1.0% | +5.0% | -6.0% | -1.9% |
| YTD | -4.6% | +23.5% | -28.1% | -12.7% |
| 1Y | +17.6% | +21.3% | -3.7% | +8.3% |
| 3Y | +58.6% | +241.1% | -182.4% | -8.5% |
| 5Y | +270.9% | +549.2% | -278.2% | +59.4% |
| 10Y | +569.1% | +1,306.4% | -737.3% | +93.3% |
| All | +1,059.0% | +23,280.5% | -22,221.5% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling