+240.5%
RMBS vs ESI
+36.5%
+204.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.6% |
| 7D | +10.3% | +5.5% | +4.8% | +5.4% |
| 30D | -10.7% | -7.8% | -3.0% | -3.1% |
| 3M | -17.2% | -15.0% | -2.2% | -3.4% |
| 6M | -39.0% | -24.9% | -14.1% | -20.1% |
| YTD | -10.5% | +33.2% | -43.7% | -27.1% |
| 1Y | -11.0% | +24.9% | -35.9% | -23.7% |
| 3Y | +31.3% | +77.8% | -46.4% | -10.8% |
| All | +240.5% | +36.5% | +204.0% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling