+534.0%
RMBS vs BB
+21.8%
+512.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.6% |
| 7D | +10.3% | +1.8% | +8.5% | +9.9% |
| 30D | -10.7% | +8.1% | -18.9% | -12.3% |
| 3M | -17.2% | -1.0% | -16.2% | -17.2% |
| 6M | -39.0% | +45.9% | -84.9% | -44.6% |
| YTD | -10.5% | +134.8% | -145.3% | -27.2% |
| 1Y | -11.0% | +104.6% | -115.6% | -25.7% |
| 3Y | +31.3% | +152.8% | -121.5% | +1.8% |
| 5Y | +242.8% | -17.4% | +260.2% | +206.8% |
| All | +534.0% | +21.8% | +512.3% | +341.1% |
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