+58.3%
DLR vs RMBS
+56.5%
+1.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +2.9% | +3.5% | -0.6% | +2.4% |
| 30D | -1.2% | -8.6% | +7.4% | 0.0% |
| 3M | +2.9% | -40.3% | +43.2% | +9.4% |
| 6M | +6.7% | -1.0% | +7.7% | +3.0% |
| YTD | +23.9% | -4.6% | +28.5% | +18.8% |
| 1Y | +18.6% | +17.6% | +1.1% | +8.3% |
| All | +58.3% | +56.5% | +1.8% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling