+13.3%
RMBS vs BRO
-24.4%
+37.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +0.1% |
| 7D | -0.3% | -2.6% | +2.2% | -2.3% |
| 30D | -12.2% | +0.9% | -13.1% | -11.2% |
| 3M | -49.5% | +24.8% | -74.3% | -40.8% |
| 6M | -7.1% | -0.1% | -7.1% | +1.5% |
| YTD | -7.0% | -9.7% | +2.7% | -2.4% |
| 1Y | +13.3% | -24.5% | +37.8% | +17.3% |
| All | +13.3% | -24.4% | +37.8% | +17.3% |
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