+555.1%
RMBS vs BURL
+244.4%
+310.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.1% |
| 7D | +21.9% | +0.4% | +21.5% | +21.8% |
| 30D | -13.4% | -4.3% | -9.1% | -12.4% |
| 3M | -15.9% | -28.8% | +12.9% | -6.9% |
| 6M | -34.8% | -12.8% | -22.0% | -32.8% |
| YTD | -7.5% | -12.8% | +5.3% | -4.3% |
| 1Y | -16.9% | -12.3% | -4.6% | -14.6% |
| 3Y | +35.5% | +92.7% | -57.2% | +10.6% |
| 5Y | +254.2% | -6.5% | +260.7% | +237.4% |
| All | +555.1% | +244.4% | +310.7% | +346.9% |
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