+388.6%
DAL vs RMBS
+328.7%
+59.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -5.1% |
| 7D | +1.4% | +21.9% | -20.5% | -3.6% |
| 30D | +9.1% | -13.4% | +22.5% | +12.1% |
| 3M | -3.5% | -15.9% | +12.4% | -0.6% |
| 6M | +23.4% | -34.8% | +58.2% | +32.1% |
| YTD | +26.0% | -7.5% | +33.6% | +19.2% |
| 1Y | +44.6% | -16.9% | +61.5% | +40.0% |
| 3Y | +162.7% | +35.5% | +127.2% | +109.3% |
| 5Y | +113.0% | +254.2% | -141.2% | +29.3% |
| 10Y | +109.8% | +558.2% | -448.3% | +6.9% |
| All | +388.6% | +328.7% | +59.9% | +85.2% |
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