-99.9%
DFNS vs RMBS
+55.1%
-155.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +0.8% | +3.0% | -2.2% | +0.6% |
| 30D | -73.2% | -14.4% | -58.8% | -73.0% |
| 3M | -72.4% | -42.8% | -29.6% | -71.4% |
| 6M | -95.2% | -1.4% | -93.8% | -95.3% |
| YTD | -98.0% | -5.4% | -92.5% | -98.0% |
| 1Y | -98.3% | +18.6% | -116.8% | -98.2% |
| 3Y | -99.9% | +57.3% | -157.1% | -99.9% |
| All | -99.9% | +55.1% | -155.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling