+532.2%
BE vs RMBS
+240.2%
+292.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -3.0% |
| 7D | +10.8% | +10.3% | +0.5% | +5.2% |
| 30D | -19.8% | -10.7% | -9.1% | -13.3% |
| 3M | -18.7% | -17.2% | -1.5% | -8.6% |
| 6M | -33.7% | -39.0% | +5.3% | -10.9% |
| YTD | +121.0% | -10.5% | +131.5% | +127.9% |
| 1Y | +85.4% | -11.0% | +96.4% | +93.7% |
| 3Y | +1,709.5% | +31.3% | +1,678.2% | +1,331.9% |
| All | +532.2% | +240.2% | +292.0% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling