+558.9%
RMBS vs DGX
+255.3%
+303.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.4% |
| 7D | +1.8% | -0.9% | +2.7% | +2.0% |
| 30D | -13.9% | -1.2% | -12.7% | -13.6% |
| 3M | -39.8% | +15.8% | -55.6% | -42.5% |
| 6M | -6.0% | +18.2% | -24.2% | -11.1% |
| YTD | -5.4% | +37.2% | -42.6% | -15.2% |
| 1Y | -1.8% | +30.4% | -32.2% | -10.9% |
| 3Y | +53.7% | +96.7% | -43.1% | +16.9% |
| 5Y | +268.5% | +67.2% | +201.3% | +194.5% |
| All | +558.9% | +255.3% | +303.5% | +290.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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