+546.6%
RMBS vs ESI
+310.7%
+235.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | +0.2% |
| 7D | +1.2% | -2.3% | +3.5% | +2.6% |
| 30D | -11.5% | -9.0% | -2.4% | -6.0% |
| 3M | -38.2% | -13.3% | -25.0% | -32.0% |
| 6M | -4.8% | +5.3% | -10.0% | -4.9% |
| YTD | -7.1% | +37.6% | -44.7% | -20.6% |
| 1Y | +10.7% | +33.6% | -22.9% | -3.0% |
| 3Y | +54.5% | +75.8% | -21.3% | +20.0% |
| 5Y | +261.7% | +68.6% | +193.1% | +182.5% |
| All | +546.6% | +310.7% | +235.9% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling