+10.7%
RMBS vs BEN
+43.6%
-32.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.8% |
| 7D | +1.2% | +0.3% | +0.9% | +1.0% |
| 30D | -11.5% | +0.9% | -12.4% | -12.0% |
| 3M | -38.2% | +9.2% | -47.4% | -41.5% |
| 6M | -4.8% | +36.8% | -41.5% | -23.6% |
| YTD | -7.1% | +44.4% | -51.5% | -27.7% |
| 1Y | +10.7% | +45.8% | -35.2% | -15.1% |
| All | +10.7% | +43.6% | -32.9% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling