-11.0%
RMBS vs ES
+2.1%
-13.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -2.9% |
| 7D | +10.3% | +2.7% | +7.6% | +11.6% |
| 30D | -10.7% | +7.6% | -18.3% | -8.0% |
| 3M | -17.2% | +0.5% | -17.7% | -15.8% |
| 6M | -39.0% | +7.6% | -46.6% | -38.2% |
| YTD | -10.5% | +10.2% | -20.7% | -9.0% |
| 1Y | -11.0% | +1.8% | -12.8% | -10.6% |
| All | -11.0% | +2.1% | -13.1% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling