+481.3%
DIS vs RMBS
+1,259.8%
-778.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.3% | -6.3% | +1.1% |
| 7D | +5.3% | -3.9% | +9.2% | +5.5% |
| 30D | +10.2% | -24.9% | +35.1% | +13.2% |
| 3M | +13.5% | -20.5% | +34.0% | +15.4% |
| 6M | +11.1% | -37.5% | +48.7% | +14.5% |
| YTD | +5.5% | -12.1% | +17.6% | +3.1% |
| 1Y | +9.1% | -25.0% | +34.1% | +8.3% |
| 3Y | +36.0% | +36.1% | -0.1% | +21.8% |
| 5Y | -29.8% | +236.1% | -266.0% | -43.9% |
| 10Y | +36.6% | +541.3% | -504.7% | +0.6% |
| All | +481.3% | +1,259.8% | -778.6% | +188.4% |
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 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