-58.0%
JD vs RMBS
+235.0%
-293.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.3% | -10.8% | -4.0% |
| 7D | +7.9% | -3.9% | +11.8% | +8.0% |
| 30D | +4.8% | -24.9% | +29.6% | +9.4% |
| 3M | -13.9% | -20.5% | +6.5% | -11.6% |
| 6M | -5.8% | -37.5% | +31.7% | -0.7% |
| YTD | +2.4% | -12.1% | +14.5% | -3.5% |
| 1Y | -7.5% | -25.0% | +17.5% | -10.0% |
| 3Y | +20.9% | +36.1% | -15.2% | -10.1% |
| 5Y | -58.0% | +236.1% | -294.2% | -84.0% |
| All | -58.0% | +235.0% | -293.1% | -84.0% |
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