+13.3%
RMBS vs DVA
+35.1%
-21.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.4% |
| 7D | -0.3% | +1.8% | -2.2% | -0.2% |
| 30D | -12.2% | -2.5% | -9.7% | -12.4% |
| 3M | -49.5% | -4.3% | -45.3% | -49.6% |
| 6M | -7.1% | +18.9% | -26.0% | -5.0% |
| YTD | -7.0% | +61.9% | -68.9% | +10.5% |
| 1Y | +13.3% | +35.7% | -22.4% | +35.8% |
| All | +13.3% | +35.1% | -21.8% | +35.8% |
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