+53.7%
RMBS vs BG
+18.0%
+35.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +1.8% | +3.1% | -1.3% | +1.4% |
| 30D | -13.9% | +10.2% | -24.1% | -15.0% |
| 3M | -39.8% | -1.7% | -38.1% | -39.5% |
| 6M | -6.0% | +1.0% | -7.0% | -6.2% |
| YTD | -5.4% | +39.9% | -45.3% | -10.9% |
| 1Y | -1.8% | +53.2% | -55.0% | -9.4% |
| 3Y | +53.7% | +16.3% | +37.4% | +51.1% |
| All | +53.7% | +18.0% | +35.7% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling