+1,107.0%
DIA vs RMBS
+574.7%
+532.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| YTD | +10.1% | -10.5% | +20.6% | +8.1% |
| 1Y | +11.8% | -11.0% | +22.8% | +9.7% |
| 3Y | +59.7% | +31.3% | +28.4% | +46.7% |
| 5Y | +57.9% | +242.8% | -184.9% | +30.9% |
| 10Y | +236.2% | +536.9% | -300.7% | +160.8% |
| All | +1,107.0% | +574.7% | +532.3% | +534.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling