-17.4%
JD vs RMBS
+19.9%
-37.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.5% |
| 7D | -3.0% | +3.5% | -6.4% | -3.3% |
| 30D | -19.3% | -8.6% | -10.7% | -18.7% |
| 3M | -6.0% | -40.3% | +34.3% | -1.3% |
| 6M | +1.8% | -1.0% | +2.8% | -1.8% |
| YTD | -2.6% | -4.6% | +2.0% | -6.7% |
| 1Y | -17.4% | +17.6% | -35.0% | -24.2% |
| All | -17.4% | +19.9% | -37.3% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling