+271.4%
RMBS vs BB
-27.9%
+299.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +3.5% | +1.8% | +1.6% | +2.8% |
| 30D | -8.6% | -12.2% | +3.6% | -4.6% |
| 3M | -40.3% | -12.3% | -28.0% | -38.5% |
| 6M | -1.0% | +122.7% | -123.7% | -27.1% |
| YTD | -4.6% | +104.5% | -109.1% | -27.5% |
| 1Y | +17.6% | +106.7% | -89.1% | -11.2% |
| 3Y | +58.6% | +70.0% | -11.3% | +18.3% |
| All | +271.4% | -27.9% | +299.3% | +209.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling