-1.8%
RMBS vs DTE
+1.0%
-2.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.5% |
| 7D | +1.8% | -2.6% | +4.3% | +1.1% |
| 30D | -13.9% | -4.4% | -9.5% | -14.9% |
| 3M | -39.8% | -8.3% | -31.5% | -41.9% |
| 6M | -6.0% | -8.1% | +2.1% | -9.2% |
| YTD | -5.4% | +4.4% | -9.8% | -12.7% |
| 1Y | -1.8% | +0.2% | -2.0% | -5.5% |
| All | -1.8% | +1.0% | -2.8% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling