+569.1%
RMBS vs ES
+83.1%
+486.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.1% |
| 7D | +3.5% | 0.0% | +3.5% | +3.4% |
| 30D | -8.6% | -1.0% | -7.6% | -8.5% |
| 3M | -40.3% | +1.5% | -41.8% | -40.7% |
| 6M | -1.0% | -3.5% | +2.5% | -0.8% |
| YTD | -4.6% | +7.0% | -11.6% | -6.6% |
| 1Y | +17.6% | +15.3% | +2.3% | +12.4% |
| 3Y | +58.6% | +30.2% | +28.4% | +43.6% |
| 5Y | +270.9% | -4.3% | +275.2% | +264.8% |
| 10Y | +569.1% | +87.5% | +481.6% | +499.4% |
| All | +569.1% | +83.1% | +486.0% | +499.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling