-96.0%
DFNS vs RMBS
-36.0%
-60.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | 0.0% | +12.8% | +12.8% |
| 7D | -37.0% | -8.4% | -28.5% | -35.5% |
| 30D | -63.4% | -24.9% | -38.5% | -61.9% |
| 3M | -94.1% | -15.8% | -78.3% | -93.9% |
| All | -96.0% | -36.0% | -60.0% | -95.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling