-61.8%
JD vs RMBS
+258.2%
-319.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | -2.6% | +1.2% | -3.8% | -2.8% |
| 30D | -15.4% | -11.5% | -3.9% | -13.5% |
| 3M | -5.0% | -38.2% | +33.2% | +3.0% |
| 6M | +0.9% | -4.8% | +5.7% | -3.4% |
| YTD | -2.5% | -7.1% | +4.6% | -7.8% |
| 1Y | -16.0% | +10.7% | -26.7% | -25.5% |
| 3Y | -8.5% | +54.5% | -63.0% | -34.4% |
| 5Y | -61.8% | +261.7% | -323.4% | -84.2% |
| All | -61.8% | +258.2% | -319.9% | -84.2% |
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 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