+59.7%
DIA vs RMBS
+32.1%
+27.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.4% |
| 7D | +2.1% | +10.3% | -8.2% | +1.2% |
| 30D | +1.5% | -10.7% | +12.2% | +2.2% |
| 3M | -2.4% | -17.2% | +14.8% | -1.3% |
| 6M | +6.0% | -39.0% | +45.0% | +9.4% |
| YTD | +10.1% | -10.5% | +20.6% | +6.9% |
| 1Y | +11.8% | -11.0% | +22.8% | +8.4% |
| 3Y | +59.7% | +31.3% | +28.4% | +39.4% |
| All | +59.7% | +32.1% | +27.7% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling