+128.1%
DAL vs RMBS
+571.2%
-443.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.3% | -3.1% | +2.7% |
| 7D | +10.0% | -3.9% | +13.9% | +10.7% |
| 30D | +12.0% | -24.9% | +36.9% | +21.0% |
| 3M | +0.8% | -20.5% | +21.3% | +6.2% |
| 6M | +26.2% | -37.5% | +63.7% | +38.7% |
| YTD | +33.7% | -12.1% | +45.8% | +24.3% |
| 1Y | +57.6% | -25.0% | +82.6% | +53.8% |
| 3Y | +183.5% | +36.1% | +147.4% | +97.6% |
| 5Y | +114.2% | +236.1% | -122.0% | -6.6% |
| 10Y | +128.1% | +541.3% | -413.2% | -30.3% |
| All | +128.1% | +571.2% | -443.0% | -30.3% |
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