+39.1%
DLR vs RMBS
+249.7%
-210.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +5.0% | +21.9% | -16.9% | +1.8% |
| 30D | +3.0% | -13.4% | +16.4% | +4.8% |
| 3M | -6.3% | -15.9% | +9.6% | -4.4% |
| 6M | -4.8% | -34.8% | +30.0% | -0.8% |
| YTD | +21.0% | -7.5% | +28.5% | +15.6% |
| 1Y | +15.1% | -16.9% | +32.0% | +11.9% |
| 3Y | +56.0% | +35.5% | +20.5% | +30.3% |
| 5Y | +39.1% | +254.2% | -215.1% | -11.2% |
| All | +39.1% | +249.7% | -210.6% | -11.2% |
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