+13.0%
DLR vs RMBS
-18.2%
+31.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.6% | +3.2% |
| 7D | +2.8% | -8.9% | +11.8% | +3.7% |
| 30D | +2.8% | -24.8% | +27.6% | +5.6% |
| 3M | -4.0% | -17.6% | +13.6% | -2.6% |
| 6M | -5.6% | -25.7% | +20.0% | -4.9% |
| YTD | +21.9% | -9.8% | +31.7% | +15.6% |
| 1Y | +13.0% | -17.4% | +30.4% | +8.6% |
| All | +13.0% | -18.2% | +31.2% | +8.6% |
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