+47.9%
DE vs RMBS
+16.3%
+31.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.2% |
| 7D | +10.0% | -0.3% | +10.4% | +10.0% |
| 30D | +13.3% | -12.2% | +25.5% | +14.4% |
| 3M | +17.5% | -49.5% | +67.0% | +22.9% |
| 6M | +13.6% | -7.1% | +20.7% | +12.5% |
| YTD | +49.8% | -7.0% | +56.8% | +48.0% |
| 1Y | +47.9% | +13.3% | +34.5% | +43.5% |
| All | +47.9% | +16.3% | +31.6% | +43.5% |
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