+987.3%
RMBS vs BN
+8,273.2%
-7,285.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.3% |
| 7D | +10.3% | -1.0% | +11.3% | +11.0% |
| 30D | -10.7% | +14.0% | -24.7% | -17.4% |
| 3M | -17.2% | -9.0% | -8.2% | -13.1% |
| 6M | -39.0% | -8.8% | -30.2% | -36.3% |
| YTD | -10.5% | -10.3% | -0.3% | -4.8% |
| 1Y | -11.0% | -5.8% | -5.2% | -7.6% |
| 3Y | +31.3% | +94.8% | -63.4% | -4.6% |
| 5Y | +242.8% | +31.5% | +211.3% | +199.1% |
| 10Y | +536.9% | +291.9% | +245.0% | +209.5% |
| All | +987.3% | +8,273.2% | -7,285.8% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling