-100.0%
DFNS vs RMBS
+468.7%
-568.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.5% | -18.9% | -19.3% |
| 7D | -12.7% | +21.9% | -34.6% | -14.0% |
| 30D | -65.2% | -13.4% | -51.8% | -64.9% |
| 3M | -94.6% | -15.9% | -78.7% | -94.5% |
| 6M | -96.2% | -34.8% | -61.5% | -96.2% |
| YTD | -99.6% | -7.5% | -92.1% | -99.6% |
| 1Y | -99.7% | -16.9% | -82.8% | -99.7% |
| 3Y | -100.0% | +35.5% | -135.5% | -100.0% |
| 5Y | -100.0% | +254.2% | -354.2% | -100.0% |
| All | -100.0% | +468.7% | -568.7% | -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