-17.2%
DASH vs RMBS
-18.2%
+1.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.0% | +14.3% | +8.4% |
| 7D | +17.2% | -8.9% | +26.1% | +17.3% |
| 30D | +3.6% | -24.8% | +28.4% | +4.1% |
| 3M | -1.9% | -17.6% | +15.7% | -1.4% |
| 6M | +15.1% | -25.7% | +40.7% | +13.4% |
| YTD | -12.3% | -9.8% | -2.5% | -16.8% |
| 1Y | -17.2% | -17.4% | +0.1% | -21.4% |
| All | -17.2% | -18.2% | +1.0% | -21.4% |
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