-11.0%
RMBS vs DD
+27.9%
-38.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.6% |
| 7D | +10.3% | +5.0% | +5.4% | +5.3% |
| 30D | -10.7% | +19.7% | -30.4% | -24.2% |
| 3M | -17.2% | +7.2% | -24.4% | -22.0% |
| 6M | -39.0% | +1.0% | -40.1% | -39.5% |
| YTD | -10.5% | +29.1% | -39.6% | -25.6% |
| 1Y | -11.0% | +28.5% | -39.5% | -25.7% |
| All | -11.0% | +27.9% | -38.9% | -25.7% |
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