+558.3%
RMBS vs DBX
+16.6%
+541.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.6% |
| 7D | +3.0% | -1.3% | +4.3% | +3.3% |
| 30D | -14.4% | -2.9% | -11.5% | -13.9% |
| 3M | -42.8% | +23.8% | -66.7% | -47.6% |
| 6M | -1.4% | +26.2% | -27.6% | -11.9% |
| YTD | -5.4% | +21.6% | -27.1% | -14.6% |
| 1Y | +18.6% | +11.4% | +7.1% | +10.2% |
| 3Y | +57.3% | +21.3% | +36.0% | +39.0% |
| 5Y | +265.7% | +6.7% | +259.0% | +226.7% |
| All | +558.3% | +16.6% | +541.7% | +413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 all: compounded portfolio wealth divided by compounded DBX 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…
all analysis · Full analysis span regression · 6 months rolling