+987.3%
RMBS vs DRI
+9,216.5%
-8,229.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +10.3% | +1.1% | +9.3% | +10.0% |
| 30D | -10.7% | +9.7% | -20.4% | -13.5% |
| 3M | -17.2% | +3.2% | -20.4% | -18.6% |
| 6M | -39.0% | +20.6% | -59.6% | -43.5% |
| YTD | -10.5% | +28.3% | -38.8% | -19.1% |
| 1Y | -11.0% | +34.5% | -45.5% | -20.8% |
| 3Y | +31.3% | +66.5% | -35.2% | +7.6% |
| 5Y | +242.8% | +79.6% | +163.1% | +173.2% |
| 10Y | +536.9% | +333.8% | +203.2% | +242.9% |
| All | +987.3% | +9,216.5% | -8,229.1% | +322.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling