+54.6%
JD vs RMBS
+605.3%
-550.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +5.2% | -8.4% | +13.6% | +6.7% |
| 30D | +4.5% | -24.9% | +29.4% | +11.0% |
| 3M | -15.4% | -15.8% | +0.4% | -13.6% |
| 6M | -6.0% | -37.5% | +31.5% | +0.7% |
| YTD | +2.2% | -12.1% | +14.3% | -5.4% |
| 1Y | -6.7% | -27.0% | +20.3% | -9.3% |
| 3Y | +20.5% | +28.8% | -8.3% | -13.7% |
| 5Y | -58.4% | +236.2% | -294.7% | -81.2% |
| 10Y | +32.5% | +546.6% | -514.1% | -57.0% |
| All | +54.6% | +605.3% | -550.7% | -48.6% |
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