+329.9%
RMBS vs BTG
+385.9%
-56.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | +3.5% | +2.4% | +1.1% | +3.2% |
| 30D | -8.6% | +9.5% | -18.1% | -9.5% |
| 3M | -40.3% | +38.5% | -78.8% | -42.5% |
| 6M | -1.0% | +5.6% | -6.6% | -2.0% |
| YTD | -4.6% | +23.9% | -28.5% | -7.0% |
| 1Y | +17.6% | +32.1% | -14.6% | +13.8% |
| 3Y | +58.6% | +103.2% | -44.6% | +46.3% |
| 5Y | +270.9% | +79.7% | +191.2% | +243.1% |
| 10Y | +569.1% | +159.1% | +410.0% | +491.5% |
| All | +329.9% | +385.9% | -56.0% | +208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling