+13.3%
RMBS vs EOSE
-49.1%
+62.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.9% | -9.5% | -1.5% |
| 7D | -0.3% | +19.0% | -19.4% | -5.4% |
| 30D | -12.2% | +1.6% | -13.7% | -13.3% |
| 3M | -49.5% | -52.0% | +2.4% | -40.5% |
| 6M | -7.1% | -42.5% | +35.4% | +3.0% |
| YTD | -7.0% | -66.1% | +59.1% | +11.1% |
| 1Y | +13.3% | -47.1% | +60.5% | +38.2% |
| All | +13.3% | -49.1% | +62.4% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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