-17.4%
RMBS vs BRO
-3.6%
-13.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.5% | -10.4% | -2.1% |
| 7D | -8.9% | +12.4% | -21.4% | +1.4% |
| 30D | -24.8% | +21.6% | -46.4% | -9.5% |
| 3M | -17.6% | +4.3% | -21.9% | -11.9% |
| 6M | -25.7% | +29.2% | -54.8% | -4.7% |
| YTD | -9.8% | -6.4% | -3.4% | -2.6% |
| 1Y | -17.4% | -5.3% | -12.1% | -9.1% |
| All | -17.4% | -3.6% | -13.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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