+14.9%
DIA vs RMBS
-18.2%
+33.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.1% | +3.4% |
| 7D | +1.6% | -8.9% | +10.5% | +2.1% |
| 30D | +4.1% | -24.8% | +29.0% | +5.7% |
| 3M | -1.0% | -17.6% | +16.5% | -0.2% |
| 6M | +9.7% | -25.7% | +35.3% | +10.3% |
| YTD | +12.2% | -9.8% | +22.0% | +8.6% |
| 1Y | +14.9% | -17.4% | +32.2% | +11.8% |
| All | +14.9% | -18.2% | +33.1% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling