+253.1%
RMBS vs BURL
-11.0%
+264.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.5% |
| 7D | -0.3% | -2.8% | +2.4% | +0.5% |
| 30D | -12.2% | -28.2% | +16.0% | -2.5% |
| 3M | -49.5% | -17.6% | -31.9% | -46.7% |
| 6M | -7.1% | -11.8% | +4.6% | -4.2% |
| YTD | -7.0% | -8.1% | +1.1% | -5.1% |
| 1Y | +13.3% | -12.0% | +25.3% | +16.4% |
| 3Y | +49.2% | +63.3% | -14.1% | +30.4% |
| All | +253.1% | -11.0% | +264.1% | +240.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling