+54.5%
RMBS vs BIYA
-99.8%
+154.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +3.5% | +2.7% | +0.7% | +3.5% |
| 30D | -8.6% | -16.7% | +8.1% | -8.8% |
| 3M | -40.3% | -74.6% | +34.3% | -41.2% |
| 6M | -1.0% | -85.4% | +84.4% | +1.8% |
| YTD | -4.6% | -94.2% | +89.6% | -0.7% |
| 1Y | +17.6% | -98.6% | +116.1% | +27.3% |
| All | +54.5% | -99.8% | +154.3% | +69.4% |
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