+558.9%
RMBS vs DVA
+187.8%
+371.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +1.8% | -1.3% | +3.1% | +2.0% |
| 30D | -13.9% | 0.0% | -13.9% | -14.0% |
| 3M | -39.8% | -10.9% | -28.9% | -38.9% |
| 6M | -6.0% | +17.3% | -23.3% | -10.3% |
| YTD | -5.4% | +59.8% | -65.2% | -17.0% |
| 1Y | -1.8% | +36.3% | -38.1% | -10.6% |
| 3Y | +53.7% | +88.6% | -34.9% | +24.6% |
| 5Y | +268.5% | +47.5% | +221.0% | +211.7% |
| All | +558.9% | +187.8% | +371.1% | +340.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling