+117.6%
DT vs RMBS
+584.8%
-467.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -2.0% |
| 7D | -3.3% | -0.3% | -2.9% | -3.2% |
| 30D | +2.0% | -12.2% | +14.2% | +4.8% |
| 3M | +20.0% | -49.5% | +69.5% | +39.2% |
| 6M | +39.3% | -7.1% | +46.4% | +29.5% |
| YTD | +19.8% | -7.0% | +26.7% | +9.2% |
| 1Y | +4.3% | +13.3% | -9.1% | -14.6% |
| 3Y | +7.7% | +49.2% | -41.6% | -30.2% |
| 5Y | -26.8% | +250.0% | -276.8% | -71.9% |
| All | +117.6% | +584.8% | -467.2% | -41.7% |
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