+19.7%
BROS vs RMBS
+266.8%
-247.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.6% |
| 7D | -5.8% | +1.8% | -7.5% | -6.2% |
| 30D | -14.0% | -13.9% | -0.1% | -10.7% |
| 3M | -32.5% | -39.8% | +7.3% | -24.0% |
| 6M | -14.9% | -6.0% | -8.9% | -19.4% |
| YTD | -28.3% | -5.4% | -22.9% | -33.2% |
| 1Y | -34.0% | -1.8% | -32.2% | -40.9% |
| 3Y | +63.0% | +53.7% | +9.3% | +14.8% |
| All | +19.7% | +266.8% | -247.1% | -44.6% |
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