+13.3%
RMBS vs BBWI
-34.3%
+47.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.0% |
| 7D | -0.3% | +1.5% | -1.9% | -0.5% |
| 30D | -12.2% | -5.2% | -7.0% | -11.5% |
| 3M | -49.5% | +11.1% | -60.6% | -50.8% |
| 6M | -7.1% | -13.4% | +6.2% | -4.5% |
| YTD | -7.0% | +0.1% | -7.1% | -6.8% |
| 1Y | +13.3% | -36.1% | +49.5% | +30.6% |
| All | +13.3% | -34.3% | +47.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling