-1.8%
RMBS vs DG
+19.2%
-21.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +2.0% |
| 7D | +1.8% | -6.5% | +8.2% | +1.2% |
| 30D | -13.9% | +4.2% | -18.1% | -13.6% |
| 3M | -39.8% | +9.5% | -49.3% | -39.6% |
| 6M | -6.0% | -13.1% | +7.1% | -4.1% |
| YTD | -5.4% | -4.8% | -0.5% | -5.0% |
| 1Y | -1.8% | +20.6% | -22.4% | -5.8% |
| All | -1.8% | +19.2% | -21.0% | -5.8% |
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