+1,030.0%
RMBS vs ES
+1,958.0%
-927.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | -12.2% | -2.0% | -10.2% | -11.6% |
| 3M | -49.5% | +1.7% | -51.2% | -50.3% |
| 6M | -7.1% | -3.5% | -3.6% | -6.9% |
| YTD | -7.0% | +7.9% | -14.9% | -10.7% |
| 1Y | +13.3% | +17.2% | -3.8% | +4.3% |
| 3Y | +49.2% | +29.3% | +19.9% | +27.0% |
| 5Y | +250.0% | -5.7% | +255.7% | +234.3% |
| 10Y | +495.1% | +85.2% | +409.9% | +295.4% |
| All | +1,030.0% | +1,958.0% | -927.9% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling