+111.4%
DAL vs RMBS
+240.2%
-128.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.5% |
| 7D | -1.1% | +10.3% | -11.4% | -3.7% |
| 30D | +12.8% | -10.7% | +23.6% | +15.2% |
| 3M | -5.3% | -17.2% | +11.9% | -1.9% |
| 6M | +22.4% | -39.0% | +61.4% | +33.9% |
| YTD | +25.6% | -10.5% | +36.1% | +17.0% |
| 1Y | +45.5% | -11.0% | +56.5% | +35.2% |
| 3Y | +161.0% | +31.3% | +129.6% | +89.8% |
| All | +111.4% | +240.2% | -128.8% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling