+53.2%
RMBS vs BIYA
-99.8%
+153.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.0% | +2.7% | +0.2% | +3.0% |
| 30D | -14.4% | -18.7% | +4.3% | -14.6% |
| 3M | -42.8% | -72.0% | +29.2% | -43.6% |
| 6M | -1.4% | -86.4% | +85.0% | +1.5% |
| YTD | -5.4% | -94.2% | +88.7% | -1.6% |
| 1Y | +18.6% | -98.4% | +117.0% | +27.8% |
| All | +53.2% | -99.8% | +153.0% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling