-17.4%
RMBS vs DD
+49.3%
-66.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.2% | -4.3% |
| 7D | -8.9% | +8.7% | -17.6% | -15.8% |
| 30D | -24.8% | +15.3% | -40.2% | -34.5% |
| 3M | -17.6% | +5.9% | -23.5% | -22.2% |
| 6M | -25.7% | +11.6% | -37.2% | -32.2% |
| YTD | -9.8% | +26.5% | -36.3% | -27.5% |
| 1Y | -17.4% | +35.4% | -52.8% | -36.8% |
| All | -17.4% | +49.3% | -66.7% | -36.8% |
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