-17.4%
RMBS vs DVA
+62.2%
-79.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.8% | -11.7% | -5.2% |
| 7D | -8.9% | +4.7% | -13.7% | -8.2% |
| 30D | -24.8% | +7.8% | -32.6% | -23.9% |
| 3M | -17.6% | -15.5% | -2.1% | -18.4% |
| 6M | -25.7% | +25.0% | -50.7% | -22.9% |
| YTD | -9.8% | +69.6% | -79.4% | +10.9% |
| 1Y | -17.4% | +60.6% | -78.0% | +0.5% |
| All | -17.4% | +62.2% | -79.5% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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