+121.4%
DAL vs RMBS
+579.1%
-457.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -2.7% |
| 7D | +2.3% | +3.0% | -0.6% | +0.9% |
| 30D | +14.3% | -15.5% | +29.8% | +19.1% |
| 3M | +1.3% | -11.5% | +12.8% | +3.2% |
| 6M | +29.3% | -36.5% | +65.8% | +41.5% |
| YTD | +33.0% | -7.1% | +40.1% | +21.5% |
| 1Y | +59.8% | -18.7% | +78.5% | +51.9% |
| 3Y | +177.2% | +36.2% | +141.0% | +94.1% |
| 5Y | +118.4% | +252.0% | -133.6% | -6.2% |
| 10Y | +121.4% | +561.2% | -439.8% | -33.7% |
| All | +121.4% | +579.1% | -457.7% | -33.7% |
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