-7.1%
RMBS vs BURL
-13.7%
+6.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.4% |
| 7D | -0.3% | -2.8% | +2.4% | +0.6% |
| 30D | -12.2% | -28.2% | +16.0% | -0.2% |
| 3M | -49.5% | -17.6% | -31.9% | -47.3% |
| 6M | -7.1% | -11.8% | +4.6% | -7.4% |
| All | -7.1% | -13.7% | +6.5% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling