+27.0%
BROS vs RMBS
+260.4%
-233.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -6.7% | -0.3% | -6.3% | -6.6% |
| 30D | -29.1% | -12.2% | -16.9% | -26.8% |
| 3M | -16.7% | -49.5% | +32.8% | -2.1% |
| 6M | -11.6% | -7.1% | -4.5% | -16.0% |
| YTD | -23.9% | -7.0% | -16.9% | -28.8% |
| 1Y | -34.8% | +13.3% | -48.1% | -44.6% |
| 3Y | +62.1% | +49.2% | +12.8% | +15.2% |
| All | +27.0% | +260.4% | -233.4% | -40.9% |
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