-17.4%
RMBS vs BIYA
-98.4%
+81.0%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -6.0% |
| 7D | -8.9% | -4.0% | -4.9% | -9.0% |
| 30D | -24.8% | -15.0% | -9.8% | -24.7% |
| 3M | -17.6% | -58.1% | +40.5% | -18.5% |
| 6M | -25.7% | -90.0% | +64.3% | -27.7% |
| YTD | -9.8% | -96.9% | +87.1% | -6.0% |
| 1Y | -17.4% | -98.2% | +80.8% | -13.7% |
| All | -17.4% | -98.4% | +81.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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