-17.4%
RMBS vs BG
+7.2%
-24.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.4% | -8.4% | -5.8% |
| 7D | -8.9% | -3.8% | -5.2% | -9.1% |
| 30D | -24.8% | -9.6% | -15.2% | -25.2% |
| 3M | -17.6% | -8.5% | -9.0% | -18.3% |
| 6M | -25.7% | -23.0% | -2.6% | -24.5% |
| YTD | -9.8% | +10.9% | -20.7% | -16.5% |
| 1Y | -17.4% | +6.0% | -23.3% | -25.0% |
| All | -17.4% | +7.2% | -24.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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