+558.9%
RMBS vs BEN
+56.6%
+502.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.8% | -3.1% | +4.9% | +3.5% |
| 30D | -13.9% | +0.2% | -14.1% | -14.0% |
| 3M | -39.8% | +6.8% | -46.6% | -42.0% |
| 6M | -6.0% | +38.1% | -44.1% | -21.5% |
| YTD | -5.4% | +44.3% | -49.7% | -22.7% |
| 1Y | -1.8% | +42.6% | -44.4% | -19.4% |
| 3Y | +53.7% | +52.3% | +1.3% | +19.5% |
| 5Y | +268.5% | +37.6% | +230.9% | +193.4% |
| All | +558.9% | +56.6% | +502.2% | +359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling