+392.2%
DAL vs RMBS
+276.0%
+116.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.0% | -4.8% | +0.4% |
| 7D | +8.8% | -12.0% | +20.8% | +11.7% |
| 30D | +5.4% | -33.1% | +38.5% | +15.6% |
| 3M | -4.9% | -23.7% | +18.8% | +0.2% |
| 6M | +19.8% | -42.7% | +62.5% | +32.5% |
| YTD | +27.0% | -18.9% | +45.9% | +24.2% |
| 1Y | +52.5% | -30.0% | +82.5% | +54.1% |
| 3Y | +173.8% | +28.8% | +145.0% | +121.0% |
| 5Y | +104.5% | +210.5% | -106.0% | +28.4% |
| 10Y | +129.7% | +524.7% | -395.0% | +18.9% |
| All | +392.2% | +276.0% | +116.2% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling