+401.5%
BP vs RMBS
+1,284.9%
-883.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.1% |
| 7D | +3.8% | +10.3% | -6.5% | +2.9% |
| 30D | -5.3% | -10.7% | +5.4% | -4.7% |
| 3M | +9.3% | -17.2% | +26.5% | +10.3% |
| 6M | +7.2% | -39.0% | +46.2% | +10.0% |
| YTD | +38.0% | -10.5% | +48.6% | +35.3% |
| 1Y | +33.2% | -11.0% | +44.2% | +30.4% |
| 3Y | +50.3% | +31.3% | +19.0% | +38.3% |
| 5Y | +114.1% | +242.8% | -128.7% | +78.7% |
| 10Y | +140.7% | +536.9% | -396.2% | +89.4% |
| All | +401.5% | +1,284.9% | -883.4% | +212.7% |
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