-29.8%
DASH vs RMBS
+249.7%
-279.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -4.1% | +21.9% | -26.0% | -9.2% |
| 30D | -10.6% | -13.4% | +2.8% | -8.0% |
| 3M | -18.8% | -15.9% | -2.9% | -16.5% |
| 6M | +11.2% | -34.8% | +46.0% | +17.8% |
| YTD | -23.8% | -7.5% | -16.3% | -33.1% |
| 1Y | -12.2% | -16.9% | +4.7% | -20.4% |
| 3Y | +97.3% | +35.5% | +61.8% | +23.5% |
| 5Y | -29.8% | +254.2% | -284.0% | -83.6% |
| All | -29.8% | +249.7% | -279.5% | -83.6% |
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 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