+911.5%
BE vs RMBS
+547.9%
+363.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.0% | +6.5% |
| 7D | +20.0% | -0.3% | +20.3% | +20.1% |
| 30D | +7.9% | -12.2% | +20.1% | +16.9% |
| 3M | -13.2% | -49.5% | +36.3% | +33.6% |
| 6M | +53.5% | -7.1% | +60.6% | +57.4% |
| YTD | +191.0% | -7.0% | +198.0% | +185.8% |
| 1Y | +360.5% | +13.3% | +347.2% | +307.2% |
| 3Y | +1,568.0% | +49.2% | +1,518.8% | +946.1% |
| 5Y | +1,055.2% | +250.0% | +805.2% | +227.8% |
| All | +911.5% | +547.9% | +363.6% | +81.9% |
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