+22.3%
DIS vs RMBS
+557.5%
-535.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -3.5% | +3.5% | -7.0% | -4.1% |
| 30D | +1.0% | -8.6% | +9.6% | +2.4% |
| 3M | +5.7% | -40.3% | +46.0% | +15.0% |
| 6M | +3.3% | -1.0% | +4.2% | -2.2% |
| YTD | -7.7% | -4.6% | -3.1% | -13.2% |
| 1Y | -10.0% | +17.6% | -27.5% | -21.3% |
| 3Y | +31.7% | +58.6% | -26.9% | -2.8% |
| 5Y | -42.2% | +270.9% | -313.1% | -69.8% |
| 10Y | +22.3% | +569.1% | -546.7% | -51.4% |
| All | +22.3% | +557.5% | -535.2% | -51.4% |
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 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