+36.0%
DIS vs RMBS
+33.4%
+2.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | +1.4% |
| 7D | +5.3% | -3.9% | +9.2% | +5.4% |
| 30D | +10.2% | -24.9% | +35.1% | +12.4% |
| 3M | +13.5% | -20.5% | +34.0% | +15.0% |
| 6M | +11.1% | -37.5% | +48.7% | +13.8% |
| YTD | +5.5% | -12.1% | +17.6% | +1.9% |
| 1Y | +9.1% | -25.0% | +34.1% | +7.2% |
| 3Y | +36.0% | +36.1% | -0.1% | +14.9% |
| All | +36.0% | +33.4% | +2.6% | +14.9% |
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