-100.0%
DFNS vs RMBS
+450.4%
-550.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -5.3% |
| 7D | -6.0% | +10.3% | -16.3% | -6.6% |
| 30D | -71.2% | -10.7% | -60.5% | -70.9% |
| 3M | -94.5% | -17.2% | -77.3% | -94.5% |
| 6M | -96.5% | -39.0% | -57.5% | -96.4% |
| YTD | -99.6% | -10.5% | -89.1% | -99.6% |
| 1Y | -99.7% | -11.0% | -88.7% | -99.7% |
| 3Y | -100.0% | +31.3% | -131.3% | -100.0% |
| 5Y | -100.0% | +242.8% | -342.7% | -100.0% |
| All | -100.0% | +450.4% | -550.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling