+266.8%
RMBS vs BTG
+78.0%
+188.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.8% | -3.8% | +5.5% | +2.8% |
| 30D | -13.9% | +3.6% | -17.5% | -14.9% |
| 3M | -39.8% | +32.0% | -71.8% | -45.0% |
| 6M | -6.0% | +3.4% | -9.4% | -8.2% |
| YTD | -5.4% | +20.8% | -26.1% | -11.2% |
| 1Y | -1.8% | +22.4% | -24.2% | -9.0% |
| 3Y | +53.7% | +91.7% | -38.1% | +22.9% |
| All | +266.8% | +78.0% | +188.8% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling