+475.0%
DINO vs RMBS
+566.4%
-91.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | +2.3% | +1.8% | +0.5% | +1.9% |
| 30D | +22.6% | -13.9% | +36.5% | +26.4% |
| 3M | +55.2% | -39.8% | +95.0% | +71.0% |
| 6M | +93.8% | -6.0% | +99.8% | +82.9% |
| YTD | +139.5% | -5.4% | +144.9% | +120.6% |
| 1Y | +115.3% | -1.8% | +117.1% | +92.2% |
| 3Y | +98.8% | +53.7% | +45.1% | +38.7% |
| 5Y | +333.5% | +268.5% | +65.0% | +87.1% |
| All | +475.0% | +566.4% | -91.5% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling