+126.4%
DAL vs RMBS
+543.2%
-416.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -2.0% |
| 7D | +3.4% | +3.0% | +0.4% | +2.4% |
| 30D | -13.6% | -14.4% | +0.9% | -9.5% |
| 3M | +1.2% | -42.8% | +44.1% | +18.2% |
| 6M | +34.5% | -1.4% | +35.9% | +25.5% |
| YTD | +14.7% | -5.4% | +20.1% | +5.9% |
| 1Y | +29.2% | +18.6% | +10.7% | +6.6% |
| 3Y | +100.0% | +57.3% | +42.7% | +33.1% |
| 5Y | +106.3% | +265.7% | -159.4% | -10.9% |
| 10Y | +126.4% | +546.0% | -419.6% | -26.1% |
| All | +126.4% | +543.2% | -416.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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