+35.7%
RMBS vs BN
+100.0%
-64.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.5% |
| 7D | +21.9% | -0.3% | +22.2% | +22.3% |
| 30D | -13.4% | +13.6% | -27.0% | -24.4% |
| 3M | -15.9% | -6.7% | -9.2% | -10.7% |
| 6M | -34.8% | -9.0% | -25.8% | -29.7% |
| YTD | -7.5% | -8.8% | +1.3% | +0.1% |
| 1Y | -16.9% | -10.6% | -6.2% | -7.7% |
| All | +35.7% | +100.0% | -64.2% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling