+967.6%
RMBS vs ES
+1,936.5%
-968.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.5% | +8.8% | +8.5% |
| 7D | -3.9% | -0.1% | -3.8% | -4.2% |
| 30D | -24.9% | +5.7% | -30.6% | -26.9% |
| 3M | -20.5% | -2.8% | -17.7% | -20.3% |
| 6M | -37.5% | +7.0% | -44.5% | -40.1% |
| YTD | -12.1% | +6.8% | -18.9% | -16.0% |
| 1Y | -25.0% | -0.5% | -24.5% | -26.9% |
| 3Y | +36.1% | +47.2% | -11.1% | +9.2% |
| 5Y | +236.1% | +2.3% | +233.9% | +207.9% |
| 10Y | +541.3% | +85.6% | +455.7% | +322.4% |
| All | +967.6% | +1,936.5% | -968.9% | +186.5% |
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 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