-14.9%
DPZ vs RMBS
-31.1%
+16.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.0% | -9.1% | -1.7% |
| 7D | +6.6% | -12.0% | +18.5% | +5.9% |
| 30D | +10.3% | -33.1% | +43.4% | +8.2% |
| 3M | -6.2% | -23.7% | +17.5% | -7.0% |
| 6M | +4.2% | -42.7% | +46.9% | +2.6% |
| YTD | -18.4% | -18.9% | +0.5% | -20.0% |
| 1Y | -14.9% | -30.0% | +15.1% | -16.7% |
| All | -14.9% | -31.1% | +16.2% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling