+1,059.0%
RMBS vs DTE
+1,987.8%
-928.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | +3.5% | 0.0% | +3.5% | +3.4% |
| 30D | -8.6% | -0.5% | -8.1% | -8.4% |
| 3M | -40.3% | -6.0% | -34.3% | -39.0% |
| 6M | -1.0% | -7.2% | +6.2% | +1.1% |
| YTD | -4.6% | +7.2% | -11.8% | -8.7% |
| 1Y | +17.6% | +4.1% | +13.5% | +14.0% |
| 3Y | +58.6% | +46.9% | +11.8% | +28.2% |
| 5Y | +270.9% | +32.9% | +238.0% | +207.5% |
| 10Y | +569.1% | +144.5% | +424.6% | +291.2% |
| All | +1,059.0% | +1,987.8% | -928.8% | +178.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling