+344.5%
RMBS vs DG
+614.5%
-270.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +10.3% | +0.3% | +10.0% | +10.3% |
| 30D | -10.7% | +3.2% | -14.0% | -11.4% |
| 3M | -17.2% | +10.4% | -27.6% | -19.0% |
| 6M | -39.0% | +33.2% | -72.2% | -42.6% |
| YTD | -10.5% | +3.0% | -13.5% | -12.3% |
| 1Y | -11.0% | +31.2% | -42.2% | -16.9% |
| 3Y | +31.3% | +21.8% | +9.5% | +19.7% |
| 5Y | +242.8% | -35.0% | +277.7% | +259.1% |
| 10Y | +536.9% | +106.0% | +430.9% | +392.4% |
| All | +344.5% | +614.5% | -270.1% | +142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling