+931.2%
RMBS vs BG
+1,181.2%
-250.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.5% | +0.5% | +2.9% | +3.2% |
| 30D | -8.6% | +10.3% | -18.9% | -11.9% |
| 3M | -40.3% | -1.9% | -38.4% | -40.4% |
| 6M | -1.0% | +5.2% | -6.2% | -4.1% |
| YTD | -4.6% | +41.2% | -45.8% | -16.8% |
| 1Y | +17.6% | +50.5% | -33.0% | -0.6% |
| 3Y | +58.6% | +19.9% | +38.7% | +42.0% |
| 5Y | +270.9% | +86.7% | +184.2% | +173.9% |
| 10Y | +569.1% | +167.5% | +401.6% | +296.0% |
| All | +931.2% | +1,181.2% | -250.0% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling