+1,050.0%
RMBS vs BRO
+7,468.9%
-6,418.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.8% | -7.3% | +9.1% | +5.0% |
| 30D | -13.9% | -6.9% | -7.0% | -11.7% |
| 3M | -39.8% | +10.7% | -50.5% | -44.2% |
| 6M | -6.0% | -2.7% | -3.3% | -8.7% |
| YTD | -5.4% | -16.3% | +11.0% | -2.3% |
| 1Y | -1.8% | -29.1% | +27.3% | +8.5% |
| 3Y | +53.7% | -7.8% | +61.5% | +44.6% |
| 5Y | +268.5% | +18.7% | +249.8% | +199.8% |
| 10Y | +563.9% | +291.9% | +272.0% | +201.5% |
| All | +1,050.0% | +7,468.9% | -6,418.9% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling