+57.3%
RMBS vs DRI
+56.7%
+0.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.2% |
| 7D | +3.0% | -1.2% | +4.2% | +3.3% |
| 30D | -14.4% | -0.4% | -14.0% | -14.5% |
| 3M | -42.8% | +9.5% | -52.4% | -44.8% |
| 6M | -1.4% | +6.5% | -7.9% | -4.2% |
| YTD | -5.4% | +18.4% | -23.9% | -12.4% |
| 1Y | +18.6% | +4.2% | +14.4% | +15.1% |
| 3Y | +57.3% | +57.1% | +0.2% | +22.5% |
| All | +57.3% | +56.7% | +0.6% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling