+413.9%
DIS vs RMBS
+1,339.3%
-925.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.9% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | +3.5% | -12.2% | +15.7% | +4.8% |
| 3M | +6.8% | -49.5% | +56.4% | +14.0% |
| 6M | +3.0% | -7.1% | +10.1% | +1.4% |
| YTD | -6.7% | -7.0% | +0.3% | -8.7% |
| 1Y | -10.1% | +13.3% | -23.4% | -14.7% |
| 3Y | +33.0% | +49.2% | -16.2% | +18.5% |
| 5Y | -40.0% | +250.0% | -290.0% | -51.9% |
| 10Y | +21.1% | +495.1% | -474.1% | -9.7% |
| All | +413.9% | +1,339.3% | -925.4% | +155.2% |
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