-5.1%
DASH vs RCL
+297.8%
-302.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.1% | -6.3% | -8.0% |
| 7D | +0.5% | +3.9% | -3.4% | -0.9% |
| 30D | -7.1% | +11.8% | -18.8% | -11.4% |
| 3M | -13.2% | -0.8% | -12.3% | -13.0% |
| 6M | +8.3% | +23.6% | -15.3% | -2.1% |
| YTD | -20.6% | +17.6% | -38.2% | -28.5% |
| 1Y | -24.4% | +28.3% | -52.7% | -35.0% |
| 3Y | +94.5% | +261.4% | -166.9% | -3.6% |
| 5Y | -9.4% | +245.3% | -254.8% | -60.8% |
| All | -5.1% | +297.8% | -302.9% | -56.3% |
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