+558.9%
RMBS vs DTE
+137.8%
+421.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | +1.8% | -2.6% | +4.3% | +2.6% |
| 30D | -13.9% | -4.4% | -9.5% | -12.7% |
| 3M | -39.8% | -8.3% | -31.5% | -38.5% |
| 6M | -6.0% | -8.1% | +2.1% | -4.4% |
| YTD | -5.4% | +4.4% | -9.8% | -7.8% |
| 1Y | -1.8% | +0.2% | -2.0% | -3.1% |
| 3Y | +53.7% | +42.6% | +11.0% | +30.4% |
| 5Y | +268.5% | +31.5% | +237.1% | +217.1% |
| All | +558.9% | +137.8% | +421.0% | +341.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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