-21.3%
RMBS vs SKDD
-50.8%
+29.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +10.4% | -16.4% | -3.5% |
| 7D | -8.9% | +28.7% | -37.6% | -2.5% |
| 30D | -24.8% | +54.1% | -78.9% | -14.1% |
| 3M | -17.6% | -22.7% | +5.2% | -15.3% |
| All | -21.3% | -50.8% | +29.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling