+57.3%
RMBS vs ES
+33.1%
+24.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +3.0% | +1.4% | +1.5% | +3.1% |
| 30D | -14.4% | -1.2% | -13.2% | -14.5% |
| 3M | -42.8% | +5.0% | -47.8% | -42.8% |
| 6M | -1.4% | -2.8% | +1.4% | -1.6% |
| YTD | -5.4% | +8.6% | -14.0% | -5.3% |
| 1Y | +18.6% | +18.9% | -0.4% | +18.4% |
| 3Y | +57.3% | +32.1% | +25.1% | +50.5% |
| All | +57.3% | +33.1% | +24.1% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling