+316.3%
RMBS vs BBAI
-70.8%
+387.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.4% |
| 7D | -0.3% | -4.3% | +3.9% | -0.1% |
| 30D | -12.2% | -3.6% | -8.5% | -12.0% |
| 3M | -49.5% | -38.8% | -10.8% | -48.4% |
| 6M | -7.1% | -23.8% | +16.6% | -6.2% |
| YTD | -7.0% | -45.9% | +38.9% | -4.8% |
| 1Y | +13.3% | -40.8% | +54.1% | +15.3% |
| 3Y | +49.2% | +69.8% | -20.5% | +44.3% |
| 5Y | +250.0% | -70.3% | +320.3% | +224.0% |
| All | +316.3% | -70.8% | +387.1% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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