+101.8%
DASH vs RMBS
+28.3%
+73.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -1.1% |
| 7D | +0.4% | -12.0% | +12.3% | +2.0% |
| 30D | -6.0% | -33.1% | +27.1% | -1.1% |
| 3M | -15.8% | -23.7% | +7.9% | -13.2% |
| 6M | +7.0% | -42.7% | +49.7% | +12.4% |
| YTD | -20.7% | -18.9% | -1.8% | -24.8% |
| 1Y | -8.5% | -30.0% | +21.5% | -10.9% |
| 3Y | +101.8% | +28.8% | +73.0% | +55.0% |
| All | +101.8% | +28.3% | +73.5% | +55.0% |
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