+534.0%
RMBS vs BURL
+232.1%
+301.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -2.1% |
| 7D | +10.3% | -1.6% | +11.9% | +11.0% |
| 30D | -10.7% | -7.7% | -3.0% | -8.5% |
| 3M | -17.2% | -31.7% | +14.4% | -7.1% |
| 6M | -39.0% | -15.2% | -23.9% | -36.6% |
| YTD | -10.5% | -15.9% | +5.4% | -6.3% |
| 1Y | -11.0% | -14.2% | +3.2% | -7.9% |
| 3Y | +31.3% | +93.5% | -62.2% | +7.3% |
| 5Y | +242.8% | -9.9% | +252.7% | +230.4% |
| All | +534.0% | +232.1% | +301.9% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling