+111.1%
DINO vs RMBS
+16.3%
+94.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | +5.7% | -0.3% | +6.1% | +5.7% |
| 30D | +27.8% | -12.2% | +40.0% | +28.0% |
| 3M | +45.6% | -49.5% | +95.2% | +47.0% |
| 6M | +88.5% | -7.1% | +95.6% | +85.3% |
| YTD | +134.1% | -7.0% | +141.1% | +125.7% |
| 1Y | +111.1% | +13.3% | +97.8% | +99.6% |
| All | +111.1% | +16.3% | +94.8% | +99.6% |
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 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