+31.3%
RMBS vs BEN
+86.4%
-55.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.5% |
| 7D | +10.3% | +6.8% | +3.5% | +5.8% |
| 30D | -10.7% | +18.0% | -28.7% | -19.4% |
| 3M | -17.2% | +7.5% | -24.7% | -20.7% |
| 6M | -39.0% | +14.7% | -53.7% | -44.0% |
| YTD | -10.5% | +56.1% | -66.6% | -33.2% |
| 1Y | -11.0% | +69.6% | -80.6% | -37.1% |
| 3Y | +31.3% | +87.7% | -56.3% | -18.7% |
| All | +31.3% | +86.4% | -55.0% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling