+5,666.8%
DPZ vs RMBS
+357.8%
+5,309.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -15.9% | +16.2% | +2.2% |
| 7D | +9.5% | -23.4% | +32.9% | +12.8% |
| 30D | +12.8% | -38.9% | +51.7% | +19.3% |
| 3M | -6.2% | -28.4% | +22.1% | -3.3% |
| 6M | +4.3% | -40.9% | +45.2% | +8.2% |
| YTD | -16.6% | -24.2% | +7.6% | -18.0% |
| 1Y | -12.8% | -35.8% | +23.0% | -12.6% |
| 3Y | -0.8% | +20.0% | -20.8% | -13.6% |
| 5Y | -25.8% | +190.3% | -216.1% | -44.4% |
| 10Y | +130.9% | +484.1% | -353.2% | +51.1% |
| All | +5,666.8% | +357.8% | +5,309.0% | +2,724.6% |
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