+510.9%
RMBS vs BURL
+252.7%
+258.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.6% | +7.5% |
| 7D | -12.0% | +4.1% | -16.0% | -13.2% |
| 30D | -33.1% | -9.5% | -23.7% | -31.1% |
| 3M | -23.7% | -33.5% | +9.8% | -13.8% |
| 6M | -42.7% | -22.1% | -20.6% | -38.8% |
| YTD | -18.9% | -14.6% | -4.3% | -15.6% |
| 1Y | -30.0% | -8.4% | -21.7% | -29.1% |
| 3Y | +28.8% | +86.6% | -57.7% | +6.1% |
| 5Y | +210.5% | -17.2% | +227.7% | +206.1% |
| All | +510.9% | +252.7% | +258.2% | +316.0% |
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