+54.3%
JD vs RMBS
+646.4%
-592.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.5% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | -13.2% | -12.2% | -1.0% | -10.5% |
| 3M | -3.2% | -49.5% | +46.4% | +13.6% |
| 6M | +15.2% | -7.1% | +22.4% | +9.7% |
| YTD | +2.0% | -7.0% | +9.0% | -5.0% |
| 1Y | -5.4% | +13.3% | -18.7% | -19.4% |
| 3Y | -9.1% | +49.2% | -58.4% | -37.6% |
| 5Y | -59.6% | +250.0% | -309.6% | -81.5% |
| 10Y | +26.2% | +495.1% | -468.9% | -57.3% |
| All | +54.3% | +646.4% | -592.0% | -48.4% |
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 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