+236.2%
RMBS vs BURL
-14.7%
+250.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -8.4% | +5.9% | -14.3% | -10.2% |
| 30D | -24.9% | -8.3% | -16.5% | -22.7% |
| 3M | -15.8% | -31.6% | +15.9% | -5.1% |
| 6M | -37.5% | -16.6% | -20.9% | -34.7% |
| YTD | -12.1% | -12.1% | 0.0% | -9.2% |
| 1Y | -27.0% | -10.0% | -17.0% | -25.6% |
| 3Y | +28.8% | +94.3% | -65.5% | +8.6% |
| 5Y | +236.2% | -13.2% | +249.4% | +235.4% |
| All | +236.2% | -14.7% | +250.9% | +235.4% |
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