+629.6%
RMBS vs BURL
+987.9%
-358.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -2.9% | -13.0% | -15.1% |
| 7D | -23.4% | +3.5% | -26.9% | -24.2% |
| 30D | -38.9% | -9.3% | -29.6% | -37.3% |
| 3M | -28.4% | -32.1% | +3.7% | -20.6% |
| 6M | -40.9% | -19.8% | -21.1% | -37.9% |
| YTD | -24.2% | -13.2% | -11.0% | -21.7% |
| 1Y | -35.8% | -7.8% | -28.0% | -35.1% |
| 3Y | +20.0% | +89.3% | -69.3% | +1.1% |
| 5Y | +190.3% | -15.8% | +206.1% | +183.9% |
| 10Y | +484.1% | +262.2% | +221.9% | +323.5% |
| All | +629.6% | +987.9% | -358.3% | +372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling