+1,049.0%
RMBS vs DVA
+2,375.1%
-1,326.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | +3.0% | +2.2% | +0.7% | +2.5% |
| 30D | -14.4% | -2.0% | -12.4% | -14.1% |
| 3M | -42.8% | -6.3% | -36.6% | -42.5% |
| 6M | -1.4% | +19.4% | -20.8% | -6.0% |
| YTD | -5.4% | +58.5% | -63.9% | -16.4% |
| 1Y | +18.6% | +33.9% | -15.3% | +8.4% |
| 3Y | +57.3% | +88.4% | -31.2% | +30.6% |
| 5Y | +265.7% | +39.5% | +226.2% | +214.8% |
| 10Y | +546.0% | +179.5% | +366.6% | +364.5% |
| All | +1,049.0% | +2,375.1% | -1,326.1% | +473.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling