+558.9%
RMBS vs BRKR
+155.3%
+403.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.8% | -8.7% | +10.4% | +5.3% |
| 30D | -13.9% | -9.9% | -4.0% | -10.5% |
| 3M | -39.8% | -3.1% | -36.7% | -41.1% |
| 6M | -6.0% | +45.5% | -51.5% | -23.9% |
| YTD | -5.4% | +13.7% | -19.0% | -15.4% |
| 1Y | -1.8% | +67.4% | -69.2% | -27.0% |
| 3Y | +53.7% | -13.2% | +66.9% | +43.4% |
| 5Y | +268.5% | -39.5% | +308.0% | +293.5% |
| All | +558.9% | +155.3% | +403.5% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling