+130.9%
DPZ vs RMBS
+536.4%
-405.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +2.2% | -8.4% | +10.6% | +2.7% |
| 30D | +6.7% | -24.9% | +31.5% | +9.1% |
| 3M | -4.5% | -15.8% | +11.3% | -3.7% |
| 6M | +3.3% | -37.5% | +40.8% | +6.0% |
| YTD | -19.4% | -12.1% | -7.3% | -22.6% |
| 1Y | -17.3% | -27.0% | +9.7% | -18.7% |
| 3Y | -8.4% | +28.8% | -37.2% | -22.3% |
| 5Y | -28.2% | +236.2% | -264.4% | -51.4% |
| 10Y | +130.9% | +546.6% | -415.7% | +28.1% |
| All | +130.9% | +536.4% | -405.5% | +28.1% |
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