+13.3%
RMBS vs DG
+23.4%
-10.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.5% |
| 7D | -0.3% | +8.4% | -8.7% | +0.5% |
| 30D | -12.2% | +4.9% | -17.1% | -11.7% |
| 3M | -49.5% | +29.3% | -78.9% | -48.9% |
| 6M | -7.1% | -11.3% | +4.1% | -4.9% |
| YTD | -7.0% | +1.8% | -8.8% | -5.8% |
| 1Y | +13.3% | +25.3% | -12.0% | +11.8% |
| All | +13.3% | +23.4% | -10.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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