+41.5%
DLR vs RMBS
+258.2%
-216.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.6% |
| 7D | -1.3% | +1.2% | -2.5% | -1.5% |
| 30D | -2.9% | -11.5% | +8.6% | -1.1% |
| 3M | +3.2% | -38.2% | +41.4% | +9.9% |
| 6M | +3.9% | -4.8% | +8.6% | +0.7% |
| YTD | +21.4% | -7.1% | +28.6% | +16.6% |
| 1Y | +9.7% | +10.7% | -1.0% | +0.5% |
| 3Y | +56.5% | +54.5% | +2.1% | +27.5% |
| 5Y | +41.5% | +261.7% | -220.1% | -12.9% |
| All | +41.5% | +258.2% | -216.6% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling