+36.1%
RMBS vs BURL
+95.8%
-59.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +6.5% |
| 7D | -3.9% | +7.7% | -11.6% | -7.0% |
| 30D | -24.9% | -7.1% | -17.7% | -22.5% |
| 3M | -20.5% | -30.3% | +9.8% | -7.7% |
| 6M | -37.5% | -15.5% | -22.0% | -34.4% |
| YTD | -12.1% | -11.0% | -1.2% | -9.3% |
| 1Y | -25.0% | -8.4% | -16.6% | -24.3% |
| 3Y | +36.1% | +96.7% | -60.6% | +29.6% |
| All | +36.1% | +95.8% | -59.7% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling