+375.3%
BP vs RMBS
+1,339.3%
-964.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +3.9% | -0.3% | +4.3% | +4.0% |
| 30D | +7.6% | -12.2% | +19.8% | +8.6% |
| 3M | +0.7% | -49.5% | +50.2% | +5.8% |
| 6M | +15.5% | -7.1% | +22.6% | +14.0% |
| YTD | +30.8% | -7.0% | +37.8% | +28.5% |
| 1Y | +34.3% | +13.3% | +21.0% | +28.8% |
| 3Y | +35.1% | +49.2% | -14.2% | +23.2% |
| 5Y | +126.8% | +250.0% | -123.1% | +90.0% |
| 10Y | +123.4% | +495.1% | -371.8% | +77.3% |
| All | +375.3% | +1,339.3% | -964.0% | +197.0% |
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