+11.7%
DASH vs RMBS
+361.2%
-349.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -6.0% | -5.0% |
| 7D | -10.6% | -0.3% | -10.2% | -10.5% |
| 30D | +2.2% | -12.2% | +14.3% | +5.7% |
| 3M | +32.3% | -49.5% | +81.8% | +58.4% |
| 6M | +19.1% | -7.1% | +26.3% | +8.7% |
| YTD | -6.5% | -7.0% | +0.5% | -17.2% |
| 1Y | -14.9% | +13.3% | -28.2% | -33.3% |
| 3Y | +151.9% | +49.2% | +102.7% | +44.7% |
| 5Y | +9.4% | +250.0% | -240.5% | -72.8% |
| All | +11.7% | +361.2% | -349.5% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling