+54.9%
RMBS vs BN
+71.3%
-16.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +2.7% |
| 7D | +3.5% | -3.0% | +6.5% | +6.3% |
| 30D | -8.6% | -13.0% | +4.4% | +4.0% |
| 3M | -40.3% | -15.2% | -25.1% | -30.6% |
| 6M | -1.0% | -5.9% | +4.9% | +3.6% |
| YTD | -4.6% | -15.8% | +11.2% | +11.7% |
| 1Y | +17.6% | -12.2% | +29.8% | +33.7% |
| All | +54.9% | +71.3% | -16.4% | +9.5% |
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