+270.9%
RMBS vs DRI
+68.4%
+202.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | +3.5% | -4.8% | +8.3% | +5.5% |
| 30D | -8.6% | -3.9% | -4.7% | -7.3% |
| 3M | -40.3% | +5.1% | -45.4% | -42.1% |
| 6M | -1.0% | +5.5% | -6.5% | -4.6% |
| YTD | -4.6% | +16.5% | -21.1% | -13.1% |
| 1Y | +17.6% | +2.0% | +15.6% | +13.7% |
| 3Y | +58.6% | +54.5% | +4.1% | +21.8% |
| 5Y | +270.9% | +66.6% | +204.3% | +162.3% |
| All | +270.9% | +68.4% | +202.5% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling