-14.9%
DASH vs RMBS
+16.3%
-31.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -6.0% | -4.7% |
| 7D | -10.6% | -0.3% | -10.2% | -10.5% |
| 30D | +2.2% | -12.2% | +14.3% | +2.7% |
| 3M | +32.3% | -49.5% | +81.8% | +37.7% |
| 6M | +19.1% | -7.1% | +26.3% | +12.2% |
| YTD | -6.5% | -7.0% | +0.5% | -12.6% |
| 1Y | -14.9% | +13.3% | -28.2% | -22.6% |
| All | -14.9% | +16.3% | -31.2% | -22.6% |
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