+246.5%
BBY vs RMBS
+566.4%
-319.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.6% |
| 7D | +0.6% | +1.8% | -1.2% | +0.2% |
| 30D | +9.4% | -13.9% | +23.3% | +12.8% |
| 3M | +19.3% | -39.8% | +59.1% | +32.0% |
| 6M | +47.9% | -6.0% | +53.9% | +39.7% |
| YTD | +39.6% | -5.4% | +44.9% | +28.6% |
| 1Y | +22.2% | -1.8% | +24.0% | +9.2% |
| 3Y | +45.0% | +53.7% | -8.7% | +1.2% |
| 5Y | +2.6% | +268.5% | -265.9% | -53.0% |
| All | +246.5% | +566.4% | -319.9% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling