+305.2%
RMBS vs BR
+1,281.7%
-976.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.5% | -5.0% | +8.5% | +6.4% |
| 30D | -8.6% | -2.5% | -6.1% | -7.8% |
| 3M | -40.3% | +13.5% | -53.8% | -45.8% |
| 6M | -1.0% | -9.4% | +8.4% | +0.7% |
| YTD | -4.6% | -23.3% | +18.7% | +6.7% |
| 1Y | +17.6% | -31.6% | +49.2% | +40.5% |
| 3Y | +58.6% | -5.1% | +63.7% | +53.0% |
| 5Y | +270.9% | +8.2% | +262.7% | +222.4% |
| 10Y | +569.1% | +189.8% | +379.2% | +195.6% |
| All | +305.2% | +1,281.7% | -976.5% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling