+5,622.1%
DPZ vs RMBS
+461.5%
+5,160.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | -7.0% | -12.2% | +5.2% | -5.6% |
| 3M | +11.6% | -49.5% | +61.1% | +20.2% |
| 6M | -15.2% | -7.1% | -8.0% | -17.1% |
| YTD | -17.2% | -7.0% | -10.3% | -20.0% |
| 1Y | -24.8% | +13.3% | -38.2% | -30.3% |
| 3Y | -8.7% | +49.2% | -57.9% | -22.1% |
| 5Y | -28.9% | +250.0% | -278.9% | -47.5% |
| 10Y | +153.6% | +495.1% | -341.5% | +67.3% |
| All | +5,622.1% | +461.5% | +5,160.6% | +2,656.4% |
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