+222.5%
RMBS vs ET
+1,447.8%
-1,225.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +3.5% | +0.6% | +2.8% | +3.2% |
| 30D | -8.6% | +5.3% | -13.9% | -10.2% |
| 3M | -40.3% | +15.6% | -56.0% | -43.4% |
| 6M | -1.0% | +20.6% | -21.6% | -7.8% |
| YTD | -4.6% | +38.5% | -43.1% | -15.2% |
| 1Y | +17.6% | +35.7% | -18.2% | +5.3% |
| 3Y | +58.6% | +98.4% | -39.7% | +27.1% |
| 5Y | +270.9% | +245.3% | +25.6% | +147.2% |
| 10Y | +569.1% | +173.7% | +395.3% | +334.1% |
| All | +222.5% | +1,447.8% | -1,225.3% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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