+36.6%
BP vs RMBS
-18.2%
+54.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.0% | +1.8% | -4.3% |
| 7D | -8.4% | -8.9% | +0.5% | -8.6% |
| 30D | +2.2% | -24.8% | +27.1% | +1.5% |
| 3M | +8.8% | -17.6% | +26.3% | +8.4% |
| 6M | -0.5% | -25.7% | +25.1% | -0.4% |
| YTD | +36.2% | -9.8% | +46.0% | +32.6% |
| 1Y | +36.6% | -17.4% | +53.9% | +33.5% |
| All | +36.6% | -18.2% | +54.8% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling