+143.3%
DELL vs RMBS
-18.2%
+161.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.0% | -2.8% | -6.7% |
| 7D | -24.6% | -8.9% | -15.7% | -21.8% |
| 30D | -32.5% | -24.8% | -7.6% | -25.5% |
| 3M | -20.2% | -17.6% | -2.6% | -15.0% |
| 6M | +76.5% | -25.7% | +102.1% | +88.8% |
| YTD | +198.9% | -9.8% | +208.7% | +181.5% |
| 1Y | +143.3% | -17.4% | +160.7% | +137.1% |
| All | +143.3% | -18.2% | +161.5% | +137.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling