-28.4%
DT vs RMBS
+269.8%
-298.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -0.5% | +3.5% | -4.0% | -1.2% |
| 30D | +0.1% | -8.6% | +8.7% | +1.4% |
| 3M | +24.1% | -40.3% | +64.4% | +34.7% |
| 6M | +30.1% | -1.0% | +31.1% | +20.8% |
| YTD | +16.8% | -4.6% | +21.4% | +7.8% |
| 1Y | -0.1% | +17.6% | -17.7% | -15.9% |
| 3Y | +6.8% | +58.6% | -51.8% | -27.4% |
| 5Y | -28.4% | +270.9% | -299.3% | -71.4% |
| All | -28.4% | +269.8% | -298.2% | -71.4% |
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 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