+546.6%
RMBS vs DAR
+375.1%
+171.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.0% |
| 7D | +1.2% | +0.9% | +0.3% | +0.9% |
| 30D | -11.5% | +6.4% | -17.9% | -13.6% |
| 3M | -38.2% | +13.2% | -51.4% | -41.2% |
| 6M | -4.8% | +26.2% | -30.9% | -13.6% |
| YTD | -7.1% | +84.4% | -91.5% | -26.6% |
| 1Y | +10.7% | +112.0% | -101.4% | -17.5% |
| 3Y | +54.5% | +13.4% | +41.1% | +38.4% |
| 5Y | +261.7% | -6.0% | +267.7% | +232.0% |
| All | +546.6% | +375.1% | +171.5% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling