-1.0%
RMBS vs BG
+7.2%
-8.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.8% |
| 7D | +3.5% | +0.5% | +2.9% | +3.5% |
| 30D | -8.6% | +10.3% | -18.9% | -7.5% |
| 3M | -40.3% | -1.9% | -38.4% | -39.2% |
| 6M | -1.0% | +5.2% | -6.2% | -1.7% |
| All | -1.0% | +7.2% | -8.1% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling