+558.9%
RMBS vs BB
+1.6%
+557.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | +1.8% | -0.4% | +2.2% | +1.9% |
| 30D | -13.9% | -12.5% | -1.4% | -11.3% |
| 3M | -39.8% | -17.4% | -22.4% | -37.6% |
| 6M | -6.0% | +119.1% | -125.2% | -22.3% |
| YTD | -5.4% | +102.4% | -107.7% | -20.2% |
| 1Y | -1.8% | +98.2% | -100.0% | -17.0% |
| 3Y | +53.7% | +46.9% | +6.7% | +31.9% |
| 5Y | +268.5% | -26.4% | +294.9% | +238.9% |
| All | +558.9% | +1.6% | +557.3% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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