-4.5%
DASH vs RCL
+315.4%
-319.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.6% |
| 7D | -4.8% | +5.0% | -9.7% | -6.7% |
| 30D | -7.9% | +19.4% | -27.3% | -14.8% |
| 3M | -16.3% | +5.9% | -22.3% | -18.6% |
| 6M | +10.4% | +23.8% | -13.4% | -0.2% |
| YTD | -20.1% | +22.8% | -42.9% | -29.5% |
| 1Y | -11.4% | +34.3% | -45.7% | -25.6% |
| 3Y | +114.1% | +276.4% | -162.4% | +4.2% |
| 5Y | -5.8% | +281.6% | -287.3% | -60.4% |
| All | -4.5% | +315.4% | -319.9% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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