-39.0%
RMBS vs BB
+42.2%
-81.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.2% |
| 7D | +10.3% | +1.8% | +8.5% | +9.6% |
| 30D | -10.7% | +8.1% | -18.9% | -13.4% |
| 3M | -17.2% | -1.0% | -16.2% | -17.4% |
| 6M | -39.0% | +45.9% | -84.9% | -50.3% |
| All | -39.0% | +42.2% | -81.2% | -50.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling