+10,742.2%
BBY vs RMBS
+1,337.5%
+9,404.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | +0.7% | +1.2% | -0.5% | +0.5% |
| 30D | +5.8% | -11.5% | +17.3% | +7.4% |
| 3M | +18.0% | -38.2% | +56.2% | +25.2% |
| 6M | +39.8% | -4.8% | +44.6% | +36.2% |
| YTD | +35.4% | -7.1% | +42.5% | +31.1% |
| 1Y | +21.4% | +10.7% | +10.7% | +13.4% |
| 3Y | +39.5% | +54.5% | -14.9% | +19.4% |
| 5Y | -0.5% | +261.7% | -262.1% | -25.8% |
| 10Y | +240.0% | +551.5% | -311.5% | +129.7% |
| All | +10,742.2% | +1,337.5% | +9,404.8% | +3,217.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling