+1,030.0%
RMBS vs DD
+524.6%
+505.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.1% |
| 7D | -0.3% | -3.5% | +3.2% | +1.5% |
| 30D | -12.2% | -10.3% | -1.9% | -7.0% |
| 3M | -49.5% | -7.5% | -42.0% | -47.3% |
| 6M | -7.1% | -8.0% | +0.9% | -2.1% |
| YTD | -7.0% | +10.5% | -17.5% | -11.0% |
| 1Y | +13.3% | +38.3% | -24.9% | -3.3% |
| 3Y | +49.2% | +42.5% | +6.8% | +23.7% |
| 5Y | +250.0% | +60.2% | +189.8% | +170.7% |
| 10Y | +495.1% | +68.9% | +426.3% | +311.7% |
| All | +1,030.0% | +524.6% | +505.5% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling