+13.7%
RMBS vs DRI
+2.2%
+11.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.8% |
| 7D | +3.5% | -4.8% | +8.3% | +3.1% |
| 30D | -8.6% | -3.9% | -4.7% | -8.7% |
| 3M | -40.3% | +5.1% | -45.4% | -40.2% |
| 6M | -1.0% | +5.5% | -6.5% | -1.3% |
| YTD | -4.6% | +16.5% | -21.1% | -4.6% |
| All | +13.7% | +2.2% | +11.5% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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