+46.1%
DE vs RMBS
-18.2%
+64.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.0% | +7.6% | +2.0% |
| 7D | +5.6% | -8.9% | +14.5% | +6.2% |
| 30D | -0.8% | -24.8% | +24.0% | +1.0% |
| 3M | +9.8% | -17.6% | +27.4% | +11.0% |
| 6M | +17.5% | -25.7% | +43.2% | +19.8% |
| YTD | +46.5% | -9.8% | +56.2% | +45.3% |
| 1Y | +46.1% | -17.4% | +63.5% | +44.3% |
| All | +46.1% | -18.2% | +64.3% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling