+395.8%
BP vs RMBS
+1,284.9%
-889.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | 0.0% |
| 7D | +2.6% | +10.3% | -7.7% | +1.8% |
| 30D | -6.4% | -10.7% | +4.4% | -5.8% |
| 3M | +8.0% | -17.2% | +25.2% | +9.0% |
| 6M | +6.0% | -39.0% | +45.0% | +8.8% |
| YTD | +36.5% | -10.5% | +47.0% | +33.7% |
| 1Y | +31.7% | -11.0% | +42.7% | +28.9% |
| 3Y | +48.6% | +31.3% | +17.2% | +36.7% |
| 5Y | +111.7% | +242.8% | -131.1% | +76.7% |
| 10Y | +138.0% | +536.9% | -399.0% | +87.2% |
| All | +395.8% | +1,284.9% | -889.1% | +209.1% |
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