+289.9%
BNY vs RMBS
+55.3%
+234.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -1.3% | +1.8% | -3.1% | -1.5% |
| 30D | -0.2% | -13.9% | +13.7% | +1.4% |
| 3M | +14.9% | -39.8% | +54.7% | +20.9% |
| 6M | +40.0% | -6.0% | +46.0% | +36.4% |
| YTD | +42.0% | -5.4% | +47.3% | +37.4% |
| 1Y | +56.9% | -1.8% | +58.7% | +49.5% |
| 3Y | +289.9% | +53.7% | +236.2% | +238.7% |
| All | +289.9% | +55.3% | +234.6% | +238.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling