+57.3%
RMBS vs BBWI
-44.4%
+101.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.6% |
| 7D | +3.0% | +1.6% | +1.4% | +2.4% |
| 30D | -14.4% | -6.2% | -8.2% | -13.3% |
| 3M | -42.8% | +4.3% | -47.2% | -44.6% |
| 6M | -1.4% | -7.2% | +5.8% | -2.2% |
| YTD | -5.4% | -3.0% | -2.4% | -7.9% |
| 1Y | +18.6% | -30.8% | +49.3% | +28.9% |
| 3Y | +57.3% | -43.4% | +100.7% | +82.0% |
| All | +57.3% | -44.4% | +101.7% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling