+236.2%
RMBS vs DAR
-36.3%
+272.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.6% |
| 7D | -8.4% | -3.8% | -4.6% | -7.1% |
| 30D | -24.9% | -14.4% | -10.4% | -21.0% |
| 3M | -15.8% | -17.9% | +2.1% | -10.7% |
| 6M | -37.5% | -18.3% | -19.2% | -33.9% |
| YTD | -12.1% | +43.2% | -55.4% | -23.9% |
| 1Y | -27.0% | +57.7% | -84.7% | -39.1% |
| 3Y | +28.8% | +22.7% | +6.1% | +11.7% |
| 5Y | +236.2% | -34.0% | +270.2% | +245.4% |
| All | +236.2% | -36.3% | +272.6% | +245.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling