+362.7%
RMBS vs BB
+258.8%
+103.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.3% | -5.6% | +5.3% | +1.3% |
| 30D | -12.2% | -11.8% | -0.4% | -9.1% |
| 3M | -49.5% | -25.5% | -24.0% | -45.7% |
| 6M | -7.1% | +121.3% | -128.4% | -27.4% |
| YTD | -7.0% | +103.2% | -110.2% | -25.3% |
| 1Y | +13.3% | +102.6% | -89.3% | -9.2% |
| 3Y | +49.2% | +37.5% | +11.7% | +25.0% |
| 5Y | +250.0% | -30.4% | +280.4% | +236.1% |
| 10Y | +495.1% | 0.0% | +495.1% | +279.3% |
| All | +362.7% | +258.8% | +103.9% | +20.6% |
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