+317.4%
DINO vs RMBS
+265.4%
+52.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | +2.3% | +1.8% | +0.5% | +2.1% |
| 30D | +22.6% | -13.9% | +36.5% | +24.6% |
| 3M | +55.2% | -39.8% | +95.0% | +63.5% |
| 6M | +93.8% | -6.0% | +99.8% | +87.5% |
| YTD | +139.5% | -5.4% | +144.9% | +128.4% |
| 1Y | +115.3% | -1.8% | +117.1% | +101.9% |
| 3Y | +98.8% | +53.7% | +45.1% | +63.2% |
| All | +317.4% | +265.4% | +52.0% | +174.8% |
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