+270.9%
RMBS vs DAR
-8.0%
+278.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +3.5% | -0.2% | +3.6% | +3.5% |
| 30D | -8.6% | +7.4% | -16.0% | -10.9% |
| 3M | -40.3% | +15.7% | -56.0% | -43.3% |
| 6M | -1.0% | +30.0% | -31.0% | -10.3% |
| YTD | -4.6% | +87.5% | -92.1% | -23.7% |
| 1Y | +17.6% | +113.4% | -95.8% | -10.6% |
| 3Y | +58.6% | +15.3% | +43.3% | +41.9% |
| 5Y | +270.9% | -4.3% | +275.2% | +232.2% |
| All | +270.9% | -8.0% | +278.9% | +232.2% |
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