+28.8%
RMBS vs ES
+46.3%
-17.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.9% | +9.9% | +6.4% |
| 7D | -12.0% | +1.9% | -13.8% | -11.6% |
| 30D | -33.1% | +7.1% | -40.2% | -32.4% |
| 3M | -23.7% | -1.9% | -21.8% | -23.5% |
| 6M | -42.7% | +4.4% | -47.0% | -42.4% |
| YTD | -18.9% | +7.3% | -26.2% | -18.3% |
| 1Y | -30.0% | +2.1% | -32.1% | -29.9% |
| 3Y | +28.8% | +41.8% | -13.0% | +21.9% |
| All | +28.8% | +46.3% | -17.5% | +21.9% |
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