+45.0%
RMBS vs BIYA
-99.9%
+144.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.3% | +9.0% | +1.3% | +10.4% |
| 30D | -10.7% | -12.9% | +2.2% | -10.9% |
| 3M | -17.2% | -54.7% | +37.5% | -17.6% |
| 6M | -39.0% | -85.1% | +46.0% | -39.3% |
| YTD | -10.5% | -96.9% | +86.4% | -7.2% |
| 1Y | -11.0% | -98.5% | +87.5% | -6.1% |
| All | +45.0% | -99.9% | +144.8% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling