-1.8%
RMBS vs DAR
+107.8%
-109.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.3% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | -13.9% | +2.6% | -16.5% | -14.3% |
| 3M | -39.8% | +14.2% | -54.0% | -41.6% |
| 6M | -6.0% | +17.2% | -23.2% | -11.2% |
| YTD | -5.4% | +80.9% | -86.2% | -21.8% |
| 1Y | -1.8% | +104.0% | -105.8% | -21.3% |
| All | -1.8% | +107.8% | -109.6% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling