+369.7%
RMBS vs DG
+577.8%
-208.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.3% |
| 7D | +3.0% | -2.5% | +5.4% | +3.3% |
| 30D | -14.4% | +1.0% | -15.4% | -14.6% |
| 3M | -42.8% | +20.3% | -63.2% | -44.9% |
| 6M | -1.4% | -11.7% | +10.3% | 0.0% |
| YTD | -5.4% | -2.3% | -3.1% | -6.1% |
| 1Y | +18.6% | +20.0% | -1.4% | +12.7% |
| 3Y | +57.3% | +7.2% | +50.0% | +47.4% |
| 5Y | +265.7% | -37.9% | +303.6% | +287.3% |
| 10Y | +546.0% | +107.3% | +438.7% | +399.1% |
| All | +369.7% | +577.8% | -208.1% | +159.2% |
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 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