-17.4%
RMBS vs BR
-14.2%
-3.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -9.0% | -4.2% |
| 7D | -8.9% | +7.0% | -15.9% | -5.1% |
| 30D | -24.8% | +19.0% | -43.8% | -16.6% |
| 3M | -17.6% | +13.1% | -30.6% | -10.4% |
| 6M | -25.7% | +24.6% | -50.3% | -12.4% |
| YTD | -9.8% | -13.6% | +3.8% | -3.5% |
| 1Y | -17.4% | -13.1% | -4.2% | -9.8% |
| All | -17.4% | -14.2% | -3.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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