+244.3%
DIA vs RMBS
+554.0%
-309.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.2% |
| 7D | -3.0% | +1.2% | -4.2% | -3.2% |
| 30D | -3.0% | -11.5% | +8.5% | -1.1% |
| 3M | +4.5% | -38.2% | +42.7% | +12.5% |
| 6M | +9.8% | -4.8% | +14.5% | +5.8% |
| YTD | +9.3% | -7.1% | +16.4% | +4.3% |
| 1Y | +16.0% | +10.7% | +5.3% | +4.5% |
| 3Y | +57.7% | +54.5% | +3.3% | +21.1% |
| 5Y | +63.8% | +261.7% | -197.9% | -10.0% |
| All | +244.3% | +554.0% | -309.8% | +41.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling