+13.3%
RMBS vs DD
+41.5%
-28.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.0% |
| 7D | -0.3% | -3.5% | +3.2% | +2.8% |
| 30D | -12.2% | -10.3% | -1.9% | -3.3% |
| 3M | -49.5% | -7.5% | -42.0% | -45.8% |
| 6M | -7.1% | -8.0% | +0.9% | +0.5% |
| YTD | -7.0% | +10.5% | -17.5% | -12.5% |
| 1Y | +13.3% | +38.3% | -24.9% | -12.9% |
| All | +13.3% | +41.5% | -28.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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