+4,782.6%
DELL vs RMBS
+547.8%
+4,234.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +8.7% | +3.5% | +5.3% | +7.3% |
| 30D | +16.9% | -8.6% | +25.5% | +21.3% |
| 3M | +40.4% | -40.3% | +80.7% | +70.7% |
| 6M | +267.1% | -1.0% | +268.1% | +245.4% |
| YTD | +329.1% | -4.6% | +333.7% | +299.4% |
| 1Y | +346.9% | +17.6% | +329.3% | +267.5% |
| 3Y | +696.6% | +58.6% | +638.0% | +436.4% |
| 5Y | +1,106.2% | +270.9% | +835.3% | +433.1% |
| 10Y | +4,177.7% | +569.1% | +3,608.7% | +1,255.8% |
| All | +4,782.6% | +547.8% | +4,234.8% | +1,432.1% |
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 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