+558.9%
RMBS vs DG
+101.8%
+457.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +1.8% | -6.5% | +8.2% | +2.7% |
| 30D | -13.9% | +4.2% | -18.1% | -14.5% |
| 3M | -39.8% | +9.5% | -49.3% | -40.9% |
| 6M | -6.0% | -13.1% | +7.1% | -4.5% |
| YTD | -5.4% | -4.8% | -0.5% | -5.5% |
| 1Y | -1.8% | +20.6% | -22.4% | -6.3% |
| 3Y | +53.7% | +4.9% | +48.7% | +46.1% |
| 5Y | +268.5% | -37.9% | +306.4% | +299.6% |
| All | +558.9% | +101.8% | +457.1% | +391.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling