+63.6%
DIA vs RMBS
+269.8%
-206.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.2% | +3.5% | -4.7% | -1.6% |
| 30D | -2.7% | -8.6% | +5.9% | -1.8% |
| 3M | +3.3% | -40.3% | +43.6% | +8.9% |
| 6M | +10.4% | -1.0% | +11.4% | +7.2% |
| YTD | +10.0% | -4.6% | +14.6% | +6.4% |
| 1Y | +16.2% | +17.6% | -1.4% | +7.6% |
| 3Y | +58.7% | +58.6% | +0.1% | +33.1% |
| 5Y | +63.6% | +270.9% | -207.4% | +5.2% |
| All | +63.6% | +269.8% | -206.3% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling