-5.0%
DPZ vs RMBS
+33.4%
-38.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.4% | -0.2% |
| 7D | +3.7% | -3.9% | +7.6% | +3.7% |
| 30D | +8.0% | -24.9% | +32.9% | +8.7% |
| 3M | -4.2% | -20.5% | +16.3% | -3.8% |
| 6M | +4.6% | -37.5% | +42.1% | +5.5% |
| YTD | -18.4% | -12.1% | -6.3% | -20.5% |
| 1Y | -16.8% | -25.0% | +8.2% | -18.0% |
| 3Y | -5.0% | +36.1% | -41.1% | -16.3% |
| All | -5.0% | +33.4% | -38.4% | -16.3% |
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