+345.2%
RMBS vs BB
+314.8%
+30.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.5% |
| 7D | +10.3% | +1.8% | +8.5% | +9.9% |
| 30D | -10.7% | +8.1% | -18.9% | -12.7% |
| 3M | -17.2% | -1.0% | -16.2% | -17.2% |
| 6M | -39.0% | +45.9% | -84.9% | -46.1% |
| YTD | -10.5% | +134.8% | -145.3% | -31.2% |
| 1Y | -11.0% | +104.6% | -115.6% | -29.2% |
| 3Y | +31.3% | +152.8% | -121.5% | -5.9% |
| 5Y | +242.8% | -17.4% | +260.2% | +216.4% |
| 10Y | +536.9% | +22.4% | +514.5% | +283.0% |
| All | +345.2% | +314.8% | +30.5% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling