+134.1%
BP vs RMBS
+566.4%
-432.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | +5.2% | +1.8% | +3.5% | +4.9% |
| 30D | +8.7% | -13.9% | +22.6% | +11.0% |
| 3M | +9.3% | -39.8% | +49.1% | +16.8% |
| 6M | +13.6% | -6.0% | +19.6% | +9.4% |
| YTD | +37.7% | -5.4% | +43.0% | +30.6% |
| 1Y | +40.6% | -1.8% | +42.4% | +30.4% |
| 3Y | +40.3% | +53.7% | -13.3% | +8.3% |
| 5Y | +141.4% | +268.5% | -127.1% | +28.5% |
| All | +134.1% | +566.4% | -432.3% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling