+270.9%
RMBS vs BEN
+40.0%
+231.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.8% |
| 7D | +3.5% | +3.4% | +0.1% | +1.4% |
| 30D | -8.6% | +1.8% | -10.4% | -9.6% |
| 3M | -40.3% | +8.4% | -48.7% | -43.2% |
| 6M | -1.0% | +35.6% | -36.6% | -18.2% |
| YTD | -4.6% | +46.4% | -51.0% | -24.5% |
| 1Y | +17.6% | +46.3% | -28.8% | -7.0% |
| 3Y | +58.6% | +54.6% | +4.0% | +17.3% |
| 5Y | +270.9% | +39.4% | +231.5% | +180.2% |
| All | +270.9% | +40.0% | +231.0% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling