+57.3%
RMBS vs DAR
+14.9%
+42.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +0.8% |
| 7D | +3.0% | -0.9% | +3.8% | +3.2% |
| 30D | -14.4% | +13.0% | -27.4% | -17.8% |
| 3M | -42.8% | +15.0% | -57.8% | -45.5% |
| 6M | -1.4% | +26.8% | -28.2% | -9.8% |
| YTD | -5.4% | +86.4% | -91.9% | -24.0% |
| 1Y | +18.6% | +115.1% | -96.5% | -9.7% |
| 3Y | +57.3% | +14.6% | +42.6% | +43.7% |
| All | +57.3% | +14.9% | +42.4% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling