+558.9%
RMBS vs BN
+265.2%
+293.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +1.8% | -5.2% | +7.0% | +5.5% |
| 30D | -13.9% | -14.5% | +0.6% | -4.4% |
| 3M | -39.8% | -15.0% | -24.8% | -33.1% |
| 6M | -6.0% | -5.4% | -0.6% | -2.6% |
| YTD | -5.4% | -16.4% | +11.1% | +7.1% |
| 1Y | -1.8% | -16.2% | +14.4% | +11.7% |
| 3Y | +53.7% | +67.5% | -13.9% | +16.5% |
| 5Y | +268.5% | +34.1% | +234.4% | +210.8% |
| All | +558.9% | +265.2% | +293.7% | +235.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling