-99.6%
DFNS vs RMBS
-18.2%
-81.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -6.0% | -12.4% | -17.1% |
| 7D | -27.7% | -8.9% | -18.7% | -26.2% |
| 30D | -58.0% | -24.8% | -33.1% | -55.6% |
| 3M | -94.0% | -17.6% | -76.4% | -93.8% |
| 6M | -94.6% | -25.7% | -68.9% | -94.5% |
| YTD | -99.4% | -9.8% | -89.7% | -99.5% |
| 1Y | -99.6% | -17.4% | -82.3% | -99.7% |
| All | -99.6% | -18.2% | -81.4% | -99.7% |
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