+54.9%
RMBS vs DD
+42.2%
+12.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +2.8% |
| 7D | +3.5% | -3.8% | +7.2% | +6.3% |
| 30D | -8.6% | -9.2% | +0.6% | -1.8% |
| 3M | -40.3% | -9.0% | -31.3% | -36.1% |
| 6M | -1.0% | -5.0% | +4.0% | +4.1% |
| YTD | -4.6% | +7.4% | -12.0% | -8.2% |
| 1Y | +17.6% | +35.1% | -17.5% | -3.1% |
| All | +54.9% | +42.2% | +12.7% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling