+558.9%
RMBS vs DD
+66.6%
+492.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.8% | -3.5% | +5.3% | +3.8% |
| 30D | -13.9% | -11.7% | -2.2% | -7.6% |
| 3M | -39.8% | -9.2% | -30.6% | -36.5% |
| 6M | -6.0% | -7.2% | +1.2% | -0.9% |
| YTD | -5.4% | +6.6% | -12.0% | -7.9% |
| 1Y | -1.8% | +32.0% | -33.8% | -15.0% |
| 3Y | +53.7% | +42.1% | +11.5% | +26.4% |
| 5Y | +268.5% | +58.1% | +210.5% | +183.9% |
| All | +558.9% | +66.6% | +492.3% | +345.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling