+53.7%
RMBS vs DTE
+43.4%
+10.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.7% |
| 7D | +1.8% | -2.6% | +4.3% | +1.4% |
| 30D | -13.9% | -4.4% | -9.5% | -14.5% |
| 3M | -39.8% | -8.3% | -31.5% | -40.7% |
| 6M | -6.0% | -8.1% | +2.1% | -7.4% |
| YTD | -5.4% | +4.4% | -9.8% | -6.0% |
| 1Y | -1.8% | +0.2% | -2.0% | -2.7% |
| 3Y | +53.7% | +42.6% | +11.0% | +53.8% |
| All | +53.7% | +43.4% | +10.2% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling