-4.8%
RMBS vs EOSE
-36.3%
+31.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.2% | -1.3% |
| 7D | +1.2% | +14.0% | -12.8% | -3.7% |
| 30D | -11.5% | -5.9% | -5.6% | -10.4% |
| 3M | -38.2% | -34.3% | -3.9% | -30.4% |
| 6M | -4.8% | -37.8% | +33.0% | +21.4% |
| All | -4.8% | -36.3% | +31.6% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling