+351.3%
DAL vs RMBS
+331.2%
+20.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +0.1% | -0.3% | +0.5% | +0.2% |
| 30D | -13.9% | -12.2% | -1.8% | -11.3% |
| 3M | +1.1% | -49.5% | +50.6% | +17.6% |
| 6M | +26.2% | -7.1% | +33.4% | +22.8% |
| YTD | +16.4% | -7.0% | +23.4% | +11.4% |
| 1Y | +33.9% | +13.3% | +20.5% | +19.3% |
| 3Y | +93.4% | +49.2% | +44.1% | +51.3% |
| 5Y | +106.4% | +250.0% | -143.6% | +27.2% |
| 10Y | +143.0% | +495.1% | -352.2% | +27.8% |
| All | +351.3% | +331.2% | +20.1% | +73.0% |
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