+266.8%
RMBS vs BR
+8.0%
+258.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.8% | -3.0% | +4.7% | +2.7% |
| 30D | -13.9% | -0.3% | -13.6% | -14.1% |
| 3M | -39.8% | +17.3% | -57.1% | -43.9% |
| 6M | -6.0% | -6.7% | +0.7% | -3.4% |
| YTD | -5.4% | -23.4% | +18.1% | +7.8% |
| 1Y | -1.8% | -32.7% | +30.9% | +20.3% |
| 3Y | +53.7% | -5.9% | +59.6% | +51.4% |
| All | +266.8% | +8.0% | +258.8% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling