+4,404.4%
DELL vs RMBS
+566.4%
+3,838.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.1% | +11.2% |
| 7D | +8.2% | +1.8% | +6.5% | +7.6% |
| 30D | +17.1% | -13.9% | +31.0% | +24.6% |
| 3M | +45.2% | -39.8% | +85.0% | +76.3% |
| 6M | +286.8% | -6.0% | +292.8% | +272.2% |
| YTD | +354.8% | -5.4% | +360.1% | +324.7% |
| 1Y | +358.3% | -1.8% | +360.1% | +310.3% |
| 3Y | +724.9% | +53.7% | +671.2% | +460.3% |
| 5Y | +1,193.7% | +268.5% | +925.2% | +465.0% |
| All | +4,404.4% | +566.4% | +3,838.0% | +1,344.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling