-99.9%
DFNS vs RMBS
+269.8%
-369.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.7% |
| 7D | +4.6% | +3.5% | +1.2% | +4.5% |
| 30D | -73.9% | -8.6% | -65.3% | -73.7% |
| 3M | -71.7% | -40.3% | -31.4% | -70.9% |
| 6M | -94.6% | -1.0% | -93.6% | -94.6% |
| YTD | -98.1% | -4.6% | -93.5% | -98.1% |
| 1Y | -98.3% | +17.6% | -115.9% | -98.3% |
| 3Y | -99.9% | +58.6% | -158.5% | -99.9% |
| 5Y | -99.9% | +270.9% | -370.8% | -99.9% |
| All | -99.9% | +269.8% | -369.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling