-11.0%
RMBS vs ESI
+21.7%
-32.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.5% |
| 7D | +10.3% | +5.5% | +4.8% | +4.7% |
| 30D | -10.7% | -7.8% | -3.0% | -2.5% |
| 3M | -17.2% | -15.0% | -2.2% | -2.2% |
| 6M | -39.0% | -24.9% | -14.1% | -18.6% |
| YTD | -10.5% | +33.2% | -43.7% | -23.3% |
| 1Y | -11.0% | +24.9% | -35.9% | -20.3% |
| All | -11.0% | +21.7% | -32.7% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling