+181.2%
DLR vs RMBS
+534.0%
-352.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.4% |
| 7D | +3.3% | +10.3% | -7.0% | +1.6% |
| 30D | +4.6% | -10.7% | +15.3% | +6.1% |
| 3M | -8.3% | -17.2% | +8.9% | -6.1% |
| 6M | -5.6% | -39.0% | +33.4% | -0.1% |
| YTD | +18.7% | -10.5% | +29.2% | +14.0% |
| 1Y | +17.1% | -11.0% | +28.1% | +12.4% |
| 3Y | +54.4% | +31.3% | +23.0% | +29.3% |
| 5Y | +36.5% | +242.8% | -206.3% | -9.5% |
| All | +181.2% | +534.0% | -352.8% | +50.5% |
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