+19.1%
DASH vs RMBS
-5.9%
+25.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -6.0% | -4.6% |
| 7D | -10.6% | -0.3% | -10.2% | -10.6% |
| 30D | +2.2% | -12.2% | +14.3% | +1.7% |
| 3M | +32.3% | -49.5% | +81.8% | +29.7% |
| 6M | +19.1% | -7.1% | +26.3% | +10.0% |
| All | +19.1% | -5.9% | +25.0% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling