-10.1%
DIS vs RMBS
+16.3%
-26.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.8% |
| 7D | -2.6% | -0.3% | -2.2% | -2.6% |
| 30D | +3.5% | -12.2% | +15.7% | +3.9% |
| 3M | +6.8% | -49.5% | +56.4% | +10.3% |
| 6M | +3.0% | -7.1% | +10.1% | +0.5% |
| YTD | -6.7% | -7.0% | +0.3% | -8.9% |
| 1Y | -10.1% | +13.3% | -23.4% | -12.7% |
| All | -10.1% | +16.3% | -26.4% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling