+266.8%
RMBS vs EOSE
-70.0%
+336.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | +1.8% | +1.8% | 0.0% | +1.5% |
| 30D | -13.9% | -6.8% | -7.1% | -13.5% |
| 3M | -39.8% | -36.3% | -3.5% | -37.0% |
| 6M | -6.0% | -38.8% | +32.8% | -1.7% |
| YTD | -5.4% | -65.5% | +60.2% | +3.5% |
| 1Y | -1.8% | -45.3% | +43.5% | +1.6% |
| 3Y | +53.7% | +44.2% | +9.5% | +33.3% |
| All | +266.8% | -70.0% | +336.8% | +198.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling