+546.6%
RMBS vs BBWI
-57.7%
+604.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.3% |
| 7D | +1.2% | -8.0% | +9.2% | +3.0% |
| 30D | -11.5% | -6.6% | -4.9% | -10.7% |
| 3M | -38.2% | -2.7% | -35.5% | -38.7% |
| 6M | -4.8% | -12.8% | +8.0% | -4.1% |
| YTD | -7.1% | -10.5% | +3.4% | -7.2% |
| 1Y | +10.7% | -35.3% | +46.0% | +17.8% |
| 3Y | +54.5% | -47.7% | +102.2% | +68.6% |
| 5Y | +261.7% | -68.9% | +330.5% | +322.8% |
| All | +546.6% | -57.7% | +604.3% | +491.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling