-99.9%
DFNS vs RMBS
+471.3%
-571.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.2% | +1.7% |
| 7D | -3.3% | +1.2% | -4.5% | -3.4% |
| 30D | -73.1% | -11.5% | -61.6% | -72.9% |
| 3M | -71.4% | -38.2% | -33.2% | -70.7% |
| 6M | -93.8% | -4.8% | -89.1% | -93.9% |
| YTD | -98.0% | -7.1% | -90.9% | -98.0% |
| 1Y | -98.2% | +10.7% | -108.9% | -98.1% |
| 3Y | -99.9% | +54.5% | -154.4% | -99.9% |
| 5Y | -99.9% | +261.7% | -361.5% | -99.9% |
| All | -99.9% | +471.3% | -571.1% | -99.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling