+235.7%
DIA vs RMBS
+534.0%
-298.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.7% |
| 7D | +2.1% | +10.3% | -8.2% | +0.3% |
| 30D | +1.5% | -10.7% | +12.2% | +2.9% |
| 3M | -2.4% | -17.2% | +14.8% | -0.4% |
| 6M | +6.0% | -39.0% | +45.0% | +12.2% |
| YTD | +10.1% | -10.5% | +20.6% | +4.6% |
| 1Y | +11.8% | -11.0% | +22.8% | +6.0% |
| 3Y | +59.7% | +31.3% | +28.4% | +27.4% |
| 5Y | +57.9% | +242.8% | -184.9% | -13.4% |
| All | +235.7% | +534.0% | -298.3% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling