-39.0%
RMBS vs BIYA
-85.6%
+46.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +10.3% | +9.0% | +1.3% | +10.3% |
| 30D | -10.7% | -12.9% | +2.2% | -10.7% |
| 3M | -17.2% | -54.7% | +37.5% | -16.8% |
| 6M | -39.0% | -85.1% | +46.0% | -40.5% |
| All | -39.0% | -85.6% | +46.6% | -40.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling