-36.6%
DT vs RMBS
+240.2%
-276.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.3% |
| 7D | +3.1% | +10.3% | -7.2% | +1.3% |
| 30D | -29.5% | -10.7% | -18.8% | -28.5% |
| 3M | -11.7% | -17.2% | +5.5% | -9.8% |
| 6M | +29.0% | -39.0% | +68.0% | +36.6% |
| YTD | +3.4% | -10.5% | +13.9% | -4.4% |
| 1Y | -4.2% | -11.0% | +6.7% | -11.8% |
| 3Y | -12.8% | +31.3% | -44.2% | -36.4% |
| All | -36.6% | +240.2% | -276.8% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling