+1,290.8%
BNY vs RMBS
+1,364.8%
-74.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -1.3% | +1.8% | -3.1% | -1.6% |
| 30D | -0.2% | -13.9% | +13.7% | +1.6% |
| 3M | +14.9% | -39.8% | +54.7% | +21.6% |
| 6M | +40.0% | -6.0% | +46.0% | +37.6% |
| YTD | +42.0% | -5.4% | +47.3% | +38.6% |
| 1Y | +56.9% | -1.8% | +58.7% | +51.0% |
| 3Y | +289.9% | +53.7% | +236.2% | +241.2% |
| 5Y | +259.2% | +268.5% | -9.3% | +177.0% |
| 10Y | +413.3% | +563.9% | -150.6% | +262.1% |
| All | +1,290.8% | +1,364.8% | -74.0% | +480.5% |
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