+13.3%
RMBS vs BN
-6.5%
+19.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.6% |
| 7D | -0.3% | -2.5% | +2.1% | +2.3% |
| 30D | -12.2% | -9.5% | -2.7% | -2.6% |
| 3M | -49.5% | -10.4% | -39.2% | -43.5% |
| 6M | -7.1% | -6.4% | -0.8% | -2.1% |
| YTD | -7.0% | -11.9% | +4.9% | +5.2% |
| 1Y | +13.3% | -8.6% | +22.0% | +18.8% |
| All | +13.3% | -6.5% | +19.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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