+17,769.5%
DINO vs RMBS
+1,363.4%
+16,406.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.6% |
| 7D | +4.2% | +3.0% | +1.2% | +3.9% |
| 30D | +33.9% | -14.4% | +48.3% | +35.9% |
| 3M | +50.5% | -42.8% | +93.4% | +58.6% |
| 6M | +95.2% | -1.4% | +96.6% | +90.7% |
| YTD | +140.6% | -5.4% | +146.0% | +134.4% |
| 1Y | +119.0% | +18.6% | +100.4% | +106.5% |
| 3Y | +100.4% | +57.3% | +43.1% | +78.3% |
| 5Y | +324.6% | +265.7% | +58.9% | +239.9% |
| 10Y | +485.3% | +546.0% | -60.7% | +339.4% |
| All | +17,769.5% | +1,363.4% | +16,406.1% | +11,423.8% |
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 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