-42.8%
RMBS vs BR
+13.7%
-56.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +0.1% |
| 7D | +3.0% | -5.9% | +8.9% | -1.0% |
| 30D | -14.4% | +1.9% | -16.3% | -13.0% |
| 3M | -42.8% | +14.7% | -57.5% | -33.8% |
| All | -42.8% | +13.7% | -56.5% | -33.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling